+92.9%
FTNT vs MTUM
+21.2%
+71.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.1% |
| 7D | -0.1% | +0.7% | -0.9% | -0.4% |
| 30D | -3.0% | -2.4% | -0.5% | -2.4% |
| 3M | +7.6% | -3.6% | +11.2% | +7.9% |
| 6M | +87.0% | +23.7% | +63.3% | +68.2% |
| YTD | +96.5% | +22.9% | +73.6% | +75.6% |
| 1Y | +92.9% | +21.8% | +71.2% | +74.2% |
| All | +92.9% | +21.2% | +71.7% | +74.2% |
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