+116.0%
MTUM vs FE
+46.9%
+69.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +0.6% | -1.2% | +1.8% | +0.6% |
| 3M | -0.6% | +1.7% | -2.3% | -0.7% |
| 6M | +25.3% | -7.5% | +32.8% | +25.7% |
| YTD | +23.8% | +6.3% | +17.5% | +23.5% |
| 1Y | +25.4% | +10.9% | +14.5% | +24.9% |
| All | +116.0% | +46.9% | +69.2% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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