+1.3%
FSLR vs MTUM
+26.3%
-25.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.9% |
| 7D | 0.0% | +1.7% | -1.7% | -1.4% |
| 30D | -13.7% | -1.7% | -12.0% | -12.9% |
| 3M | -35.1% | -6.3% | -28.7% | -31.8% |
| 6M | +3.6% | +21.8% | -18.2% | -11.6% |
| YTD | -21.7% | +22.0% | -43.8% | -34.2% |
| 1Y | +1.3% | +25.3% | -24.1% | -10.9% |
| All | +1.3% | +26.3% | -25.0% | -10.9% |
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