+599.3%
MTUM vs FE
+82.9%
+516.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +1.7% | +1.9% | -0.2% | +1.2% |
| 30D | -1.7% | -1.2% | -0.5% | -1.4% |
| 3M | -6.3% | +3.5% | -9.8% | -7.4% |
| 6M | +21.8% | -6.1% | +27.9% | +23.4% |
| YTD | +22.0% | +7.6% | +14.4% | +19.0% |
| 1Y | +25.3% | +11.9% | +13.4% | +20.8% |
| 3Y | +112.1% | +48.4% | +63.7% | +86.1% |
| 5Y | +76.2% | +44.8% | +31.4% | +54.6% |
| 10Y | +340.1% | +115.9% | +224.3% | +252.1% |
| All | +599.3% | +82.9% | +516.4% | +452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling