+162.8%
FTNT vs MTUM
+78.7%
+84.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.9% |
| 7D | -0.1% | +0.7% | -0.9% | -0.9% |
| 30D | -3.0% | -2.4% | -0.5% | -1.0% |
| 3M | +7.6% | -3.6% | +11.2% | +8.9% |
| 6M | +87.0% | +23.7% | +63.3% | +44.1% |
| YTD | +96.5% | +22.9% | +73.6% | +51.6% |
| 1Y | +92.9% | +21.8% | +71.2% | +50.2% |
| 3Y | +139.8% | +114.4% | +25.4% | -9.2% |
| All | +162.8% | +78.7% | +84.2% | +34.9% |
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 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