+525.0%
MTUM vs FE
+85.7%
+439.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | +6.6% | +1.2% | +5.4% | +6.3% |
| 30D | -10.8% | +4.5% | -15.3% | -11.9% |
| 3M | -13.8% | +1.3% | -15.1% | -14.2% |
| 6M | -10.7% | +8.7% | -19.3% | -13.0% |
| YTD | +9.1% | +9.2% | -0.1% | +5.9% |
| 1Y | +11.4% | +7.0% | +4.4% | +8.7% |
| 3Y | +88.8% | +51.4% | +37.4% | +64.8% |
| 5Y | +51.7% | +47.7% | +4.0% | +32.3% |
| 10Y | +307.9% | +125.0% | +183.0% | +223.3% |
| All | +525.0% | +85.7% | +439.3% | +391.3% |
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