+6,182.4%
FIX vs MTUM
+352.0%
+5,830.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | +0.7% |
| 7D | +0.7% | +1.2% | -0.6% | -0.7% |
| 30D | -5.7% | -1.7% | -4.0% | -3.6% |
| 3M | -7.4% | -0.5% | -7.0% | -5.3% |
| 6M | +15.1% | +22.3% | -7.3% | -5.1% |
| YTD | +70.7% | +21.4% | +49.3% | +43.2% |
| 1Y | +111.9% | +20.0% | +91.9% | +81.6% |
| 3Y | +759.5% | +113.0% | +646.6% | +360.0% |
| 5Y | +2,164.4% | +77.3% | +2,087.1% | +1,308.6% |
| All | +6,182.4% | +352.0% | +5,830.4% | +1,682.6% |
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 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