+1,092.2%
FIX vs MTUM
+54.9%
+1,037.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | -0.2% |
| 7D | +6.4% | +1.5% | +4.9% | +4.7% |
| 30D | -29.1% | -12.1% | -17.0% | -14.1% |
| 3M | -31.1% | -10.0% | -21.2% | -18.8% |
| 6M | -42.8% | -9.4% | -33.4% | -32.7% |
| YTD | +24.6% | +11.1% | +13.5% | +13.0% |
| 1Y | +21.9% | +10.8% | +11.2% | +11.8% |
| 3Y | +524.9% | +92.9% | +432.0% | +242.0% |
| 5Y | +1,092.2% | +55.2% | +1,037.0% | +667.3% |
| All | +1,092.2% | +54.9% | +1,037.4% | +667.3% |
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 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