+92.4%
FOXA vs MTUM
+203.8%
-111.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.6% |
| 7D | +0.8% | +0.7% | +0.1% | +0.4% |
| 30D | +5.0% | -2.4% | +7.5% | +6.1% |
| 3M | -3.0% | -3.6% | +0.6% | -3.0% |
| 6M | +14.8% | +23.7% | -8.9% | +0.3% |
| YTD | -8.9% | +22.9% | -31.8% | -20.4% |
| 1Y | +13.3% | +21.8% | -8.4% | -0.6% |
| 3Y | +115.4% | +114.4% | +1.0% | +35.1% |
| 5Y | +95.3% | +79.6% | +15.7% | +33.9% |
| All | +92.4% | +203.8% | -111.5% | -18.6% |
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