+427.8%
FITB vs MTUM
+595.4%
-167.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +2.0% |
| 7D | -1.0% | +1.2% | -2.2% | -2.0% |
| 30D | -5.5% | -1.7% | -3.8% | -4.4% |
| 3M | +4.1% | -0.5% | +4.6% | +2.0% |
| 6M | +18.7% | +22.3% | -3.6% | -3.9% |
| YTD | +18.2% | +21.4% | -3.2% | -4.1% |
| 1Y | +23.7% | +20.0% | +3.6% | +1.1% |
| 3Y | +130.8% | +113.0% | +17.8% | +9.0% |
| 5Y | +69.8% | +77.3% | -7.5% | -5.0% |
| 10Y | +287.4% | +350.5% | -63.1% | -13.9% |
| All | +427.8% | +595.4% | -167.6% | -16.0% |
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