+608.1%
MTUM vs FDS
+270.2%
+337.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +2.6% |
| 7D | +4.1% | -5.4% | +9.5% | +5.8% |
| 30D | -0.2% | +1.6% | -1.8% | -1.1% |
| 3M | -1.9% | +17.7% | -19.7% | -9.1% |
| 6M | +28.1% | +29.1% | -1.0% | +12.5% |
| YTD | +23.6% | +1.0% | +22.6% | +18.8% |
| 1Y | +26.1% | -21.6% | +47.8% | +34.0% |
| 3Y | +116.8% | -30.1% | +147.0% | +138.9% |
| 5Y | +80.0% | -20.7% | +100.8% | +82.9% |
| 10Y | +346.4% | +78.3% | +268.1% | +200.9% |
| All | +608.1% | +270.2% | +337.9% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling