+76.9%
MTUM vs FDS
-28.1%
+105.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -1.3% |
| 7D | +1.2% | -16.0% | +17.2% | +3.2% |
| 30D | -1.7% | -6.7% | +5.0% | -1.1% |
| 3M | -0.5% | +6.0% | -6.4% | -2.0% |
| 6M | +22.3% | +25.1% | -2.7% | +14.7% |
| YTD | +21.4% | -8.1% | +29.5% | +23.9% |
| 1Y | +20.0% | -26.0% | +46.0% | +31.6% |
| 3Y | +113.0% | -36.4% | +149.4% | +143.9% |
| All | +76.9% | -28.1% | +105.0% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling