+608.1%
MTUM vs FHN
+271.2%
+336.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.5% |
| 7D | +4.1% | +2.7% | +1.4% | +3.4% |
| 30D | -0.2% | -3.1% | +2.9% | +0.5% |
| 3M | -1.9% | +2.3% | -4.3% | -2.6% |
| 6M | +28.1% | +9.7% | +18.4% | +25.1% |
| YTD | +23.6% | +4.7% | +18.8% | +21.9% |
| 1Y | +26.1% | +13.8% | +12.4% | +21.7% |
| 3Y | +116.8% | +131.6% | -14.7% | +76.0% |
| 5Y | +80.0% | +91.1% | -11.1% | +44.6% |
| 10Y | +346.4% | +126.6% | +219.8% | +210.0% |
| All | +608.1% | +271.2% | +336.9% | +313.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling