-26.0%
FSLR vs MTUM
+9.7%
-35.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.0% | +6.6% | +6.0% |
| 7D | +10.3% | -10.1% | +20.4% | +19.1% |
| 30D | +10.4% | -15.6% | +26.0% | +25.2% |
| 3M | -20.2% | -12.7% | -7.4% | -12.2% |
| 6M | -8.0% | -3.7% | -4.3% | -6.0% |
| YTD | -25.5% | +9.4% | -35.0% | -32.2% |
| 1Y | -26.0% | +10.2% | -36.2% | -32.7% |
| All | -26.0% | +9.7% | -35.6% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling