+108.4%
FSLR vs MTUM
+74.9%
+33.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +3.7% |
| 7D | -0.1% | +1.2% | -1.4% | -1.2% |
| 30D | -14.0% | -1.7% | -12.3% | -13.2% |
| 3M | -16.9% | -0.5% | -16.4% | -17.4% |
| 6M | +4.7% | +22.3% | -17.6% | -11.9% |
| YTD | -20.7% | +21.4% | -42.0% | -33.4% |
| 1Y | +1.7% | +20.0% | -18.4% | -13.5% |
| 3Y | +13.1% | +113.0% | -99.9% | -44.0% |
| 5Y | +108.4% | +77.3% | +31.1% | +22.4% |
| All | +108.4% | +74.9% | +33.5% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling