+466.1%
FSLR vs MTUM
+608.1%
-142.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.1% |
| 7D | +6.8% | +4.1% | +2.7% | +2.9% |
| 30D | -14.7% | -0.2% | -14.5% | -14.9% |
| 3M | -22.6% | -1.9% | -20.6% | -21.8% |
| 6M | +12.7% | +28.1% | -15.4% | -11.0% |
| YTD | -18.4% | +23.6% | -41.9% | -34.0% |
| 1Y | +4.9% | +26.1% | -21.2% | -16.5% |
| 3Y | +16.4% | +116.8% | -100.4% | -46.5% |
| 5Y | +123.5% | +80.0% | +43.4% | +23.3% |
| 10Y | +454.3% | +346.4% | +107.9% | +3.0% |
| All | +466.1% | +608.1% | -142.0% | -41.5% |
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