-53.1%
FISV vs MTUM
+78.7%
-131.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.1% | +4.9% |
| 7D | -2.7% | +0.7% | -3.4% | -3.0% |
| 30D | 0.0% | -2.4% | +2.5% | +0.9% |
| 3M | -2.8% | -3.6% | +0.9% | -3.1% |
| 6M | -11.8% | +23.7% | -35.5% | -25.1% |
| YTD | -23.2% | +22.9% | -46.1% | -34.8% |
| 1Y | -62.0% | +21.8% | -83.7% | -67.6% |
| 3Y | -57.6% | +114.4% | -172.1% | -76.3% |
| All | -53.1% | +78.7% | -131.8% | -71.4% |
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