+3,604.4%
FIX vs MTUM
+315.5%
+3,288.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -3.0% |
| 7D | +17.0% | +10.8% | +6.2% | +4.5% |
| 30D | -30.6% | -11.4% | -19.2% | -19.4% |
| 3M | -35.0% | -11.7% | -23.4% | -23.9% |
| 6M | -44.0% | -8.2% | -35.7% | -36.3% |
| YTD | +21.1% | +11.3% | +9.9% | +13.7% |
| 1Y | +16.3% | +11.0% | +5.2% | +10.1% |
| 3Y | +507.4% | +93.2% | +414.2% | +266.2% |
| 5Y | +1,052.1% | +54.8% | +997.3% | +734.1% |
| All | +3,604.4% | +315.5% | +3,288.9% | +875.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling