+790.7%
FIX vs MTUM
+117.2%
+673.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +0.3% |
| 7D | +6.1% | +4.1% | +1.9% | -0.6% |
| 30D | -2.7% | -0.2% | -2.5% | -1.9% |
| 3M | -10.9% | -1.9% | -9.0% | -6.9% |
| 6M | +29.0% | +28.1% | +0.9% | -14.3% |
| YTD | +76.9% | +23.6% | +53.3% | +25.6% |
| 1Y | +130.7% | +26.1% | +104.6% | +60.7% |
| 3Y | +790.7% | +116.8% | +673.8% | +234.3% |
| All | +790.7% | +117.2% | +673.5% | +234.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling