+608.1%
MTUM vs FFIV
+428.4%
+179.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +4.1% | -1.5% | +5.6% | +4.7% |
| 30D | -0.2% | -2.7% | +2.4% | +0.5% |
| 3M | -1.9% | -1.7% | -0.3% | -1.6% |
| 6M | +28.1% | +36.1% | -8.0% | +14.5% |
| YTD | +23.6% | +52.6% | -29.1% | +5.6% |
| 1Y | +26.1% | +21.5% | +4.6% | +15.9% |
| 3Y | +116.8% | +142.7% | -25.8% | +55.3% |
| 5Y | +80.0% | +92.6% | -12.6% | +36.9% |
| 10Y | +346.4% | +225.5% | +120.9% | +179.7% |
| All | +608.1% | +428.4% | +179.7% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling