+2,185.6%
FIX vs MTUM
+78.8%
+2,106.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +0.7% |
| 7D | +6.1% | +4.1% | +1.9% | +0.4% |
| 30D | -2.7% | -0.2% | -2.5% | -2.0% |
| 3M | -10.9% | -1.9% | -9.0% | -7.0% |
| 6M | +29.0% | +28.1% | +0.9% | -5.7% |
| YTD | +76.9% | +23.6% | +53.3% | +36.6% |
| 1Y | +130.7% | +26.1% | +104.6% | +75.8% |
| 3Y | +790.7% | +116.8% | +673.8% | +310.1% |
| 5Y | +2,185.6% | +80.0% | +2,105.6% | +1,149.4% |
| All | +2,185.6% | +78.8% | +2,106.8% | +1,149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling