-17.7%
FISV vs MTUM
+22.8%
-40.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | -0.2% |
| 7D | -7.2% | +1.2% | -8.5% | -6.8% |
| 30D | -7.2% | -1.7% | -5.5% | -7.7% |
| 3M | -8.2% | -0.5% | -7.7% | -9.5% |
| 6M | -17.7% | +22.3% | -40.0% | -25.6% |
| All | -17.7% | +22.8% | -40.5% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling