+114.4%
MTUM vs FCEL
-62.7%
+177.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.2% |
| 7D | +0.7% | +6.3% | -5.6% | +0.2% |
| 30D | -2.4% | -26.7% | +24.2% | -0.9% |
| 3M | -3.6% | -10.2% | +6.5% | -3.9% |
| 6M | +23.7% | +123.5% | -99.8% | +16.8% |
| YTD | +22.9% | +117.4% | -94.5% | +15.9% |
| 1Y | +21.8% | +146.0% | -124.2% | +13.4% |
| 3Y | +114.4% | -61.9% | +176.3% | +108.1% |
| All | +114.4% | -62.7% | +177.1% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling