+10,576.5%
FIX vs MTUM
+536.8%
+10,039.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | +0.8% |
| 7D | +6.4% | +1.5% | +4.9% | +5.3% |
| 30D | -29.1% | -12.1% | -17.0% | -17.2% |
| 3M | -31.1% | -10.0% | -21.2% | -21.2% |
| 6M | -42.8% | -9.4% | -33.4% | -34.2% |
| YTD | +24.6% | +11.1% | +13.5% | +17.4% |
| 1Y | +21.9% | +10.8% | +11.2% | +15.9% |
| 3Y | +524.9% | +92.9% | +432.0% | +277.0% |
| 5Y | +1,092.2% | +55.2% | +1,037.0% | +764.5% |
| 10Y | +3,759.0% | +315.6% | +3,443.4% | +985.7% |
| All | +10,576.5% | +536.8% | +10,039.7% | +1,727.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling