+122.9%
FIX vs MTUM
+26.3%
+96.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | -1.0% |
| 7D | +6.0% | +1.7% | +4.3% | +3.1% |
| 30D | -7.2% | -1.7% | -5.6% | -4.3% |
| 3M | -15.9% | -6.3% | -9.5% | -5.6% |
| 6M | +12.7% | +21.8% | -9.1% | -24.0% |
| YTD | +72.8% | +22.0% | +50.8% | +15.5% |
| 1Y | +122.9% | +25.3% | +97.5% | +41.4% |
| All | +122.9% | +26.3% | +96.6% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling