+10,277.2%
FIX vs MTUM
+537.7%
+9,739.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -3.0% |
| 7D | +17.0% | +10.8% | +6.2% | +4.8% |
| 30D | -30.6% | -11.4% | -19.2% | -19.6% |
| 3M | -35.0% | -11.7% | -23.4% | -24.1% |
| 6M | -44.0% | -8.2% | -35.7% | -36.4% |
| YTD | +21.1% | +11.3% | +9.9% | +13.9% |
| 1Y | +16.3% | +11.0% | +5.2% | +10.2% |
| 3Y | +507.4% | +93.2% | +414.2% | +265.8% |
| 5Y | +1,052.1% | +54.8% | +997.3% | +737.2% |
| 10Y | +3,650.8% | +316.2% | +3,334.6% | +953.6% |
| All | +10,277.2% | +537.7% | +9,739.5% | +1,673.4% |
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 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