+1,588.4%
FICO vs MTUM
+537.7%
+1,050.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +1.4% | +10.8% | -9.4% | -7.2% |
| 30D | -0.8% | -11.4% | +10.6% | +8.1% |
| 3M | -31.3% | -11.7% | -19.6% | -25.8% |
| 6M | -33.9% | -8.2% | -25.7% | -35.1% |
| YTD | -57.6% | +11.3% | -68.9% | -66.4% |
| 1Y | -59.7% | +11.0% | -70.7% | -68.1% |
| 3Y | -28.0% | +93.2% | -121.2% | -69.3% |
| 5Y | +91.0% | +54.8% | +36.2% | +3.2% |
| 10Y | +529.4% | +316.2% | +213.2% | +18.2% |
| All | +1,588.4% | +537.7% | +1,050.7% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling