+63.9%
META vs MTUM
+78.8%
-14.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.7% |
| 7D | +6.0% | +4.1% | +1.9% | +2.0% |
| 30D | +3.6% | -0.2% | +3.8% | +3.5% |
| 3M | +4.9% | -1.9% | +6.8% | +3.0% |
| 6M | -4.7% | +28.1% | -32.8% | -32.0% |
| YTD | -6.9% | +23.6% | -30.5% | -31.0% |
| 1Y | -18.2% | +26.1% | -44.3% | -40.9% |
| 3Y | +107.8% | +116.8% | -9.1% | -23.1% |
| 5Y | +63.9% | +80.0% | -16.1% | -23.5% |
| All | +63.9% | +78.8% | -14.9% | -23.5% |
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 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