+51.8%
FTNT vs MTUM
+9.7%
+42.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | -25.7% | -10.1% | -15.6% | -22.9% |
| 30D | -29.7% | -15.6% | -14.2% | -26.0% |
| 3M | -23.1% | -12.7% | -10.4% | -19.7% |
| 6M | +45.0% | -3.7% | +48.7% | +46.0% |
| YTD | +62.9% | +9.4% | +53.5% | +53.8% |
| 1Y | +51.8% | +10.2% | +41.6% | +41.8% |
| All | +51.8% | +9.7% | +42.1% | +41.8% |
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