+79.1%
MTUM vs FHN
+88.4%
-9.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.7% | -1.2% | +1.9% | +0.9% |
| 30D | -2.4% | -4.8% | +2.4% | -1.5% |
| 3M | -3.6% | -0.7% | -2.9% | -3.6% |
| 6M | +23.7% | +10.6% | +13.0% | +21.1% |
| YTD | +22.9% | +4.6% | +18.3% | +21.6% |
| 1Y | +21.8% | +11.4% | +10.4% | +18.7% |
| 3Y | +114.4% | +132.3% | -17.8% | +87.1% |
| All | +79.1% | +88.4% | -9.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 5y: compounded portfolio wealth divided by compounded FHN 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…
5y analysis · Full analysis span regression · 6 months rolling