+349.5%
MTUM vs FDS
+64.8%
+284.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +0.7% | -14.0% | +14.7% | +5.1% |
| 30D | -2.4% | -6.2% | +3.8% | -1.0% |
| 3M | -3.6% | +10.2% | -13.8% | -8.7% |
| 6M | +23.7% | +27.4% | -3.8% | +8.6% |
| YTD | +22.9% | -9.3% | +32.2% | +22.6% |
| 1Y | +21.8% | -28.6% | +50.4% | +33.6% |
| 3Y | +114.4% | -36.8% | +151.3% | +144.6% |
| 5Y | +79.6% | -28.6% | +108.2% | +88.7% |
| All | +349.5% | +64.8% | +284.7% | +217.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling