-79.9%
FIG vs MTUM
+27.2%
-107.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +5.1% |
| 7D | -3.8% | +0.7% | -4.5% | -3.6% |
| 30D | -2.3% | -2.4% | +0.1% | -2.9% |
| 3M | +20.0% | -3.6% | +23.6% | +17.8% |
| 6M | -16.7% | +23.7% | -40.3% | -29.9% |
| YTD | -37.9% | +22.9% | -60.8% | -48.3% |
| 1Y | -58.5% | +21.8% | -80.3% | -64.5% |
| All | -79.9% | +27.2% | -107.1% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling