+21.8%
MTUM vs FFIV
+26.0%
-4.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.5% |
| 7D | +0.7% | +5.4% | -4.7% | -0.5% |
| 30D | -2.4% | -2.7% | +0.2% | -1.9% |
| 3M | -3.6% | +4.5% | -8.2% | -4.5% |
| 6M | +23.7% | +42.2% | -18.5% | +16.4% |
| YTD | +22.9% | +61.3% | -38.4% | +13.7% |
| 1Y | +21.8% | +23.0% | -1.3% | +16.0% |
| All | +21.8% | +26.0% | -4.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling