+595.4%
MTUM vs FCEL
-99.6%
+695.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.7% |
| 7D | +1.2% | +6.3% | -5.0% | +0.9% |
| 30D | -1.7% | -18.8% | +17.1% | -1.0% |
| 3M | -0.5% | -3.8% | +3.4% | -1.3% |
| 6M | +22.3% | +121.1% | -98.8% | +15.6% |
| YTD | +21.4% | +113.3% | -91.9% | +14.5% |
| 1Y | +20.0% | +173.5% | -153.5% | +11.1% |
| 3Y | +113.0% | -63.9% | +176.9% | +106.8% |
| 5Y | +77.3% | -90.7% | +168.0% | +78.1% |
| 10Y | +350.5% | -99.2% | +449.6% | +364.0% |
| All | +595.4% | -99.6% | +695.0% | +636.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling