-10.7%
MTUM vs FE
+7.8%
-18.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -1.5% |
| 7D | +6.6% | +1.2% | +5.4% | +7.2% |
| 30D | -10.8% | +4.5% | -15.3% | -9.0% |
| 3M | -13.8% | +1.3% | -15.1% | -13.2% |
| 6M | -10.7% | +8.7% | -19.3% | -6.9% |
| All | -10.7% | +7.8% | -18.4% | -6.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling