+10.2%
MTUM vs FIVE
+63.3%
-53.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.7% | -8.7% | -2.8% |
| 7D | -10.1% | +7.5% | -17.6% | -11.0% |
| 30D | -15.6% | +16.7% | -32.3% | -17.4% |
| 3M | -12.7% | +13.4% | -26.1% | -14.7% |
| 6M | -3.7% | +9.0% | -12.8% | -4.9% |
| YTD | +9.4% | +33.8% | -24.3% | +1.7% |
| 1Y | +10.2% | +61.2% | -50.9% | -2.4% |
| All | +10.2% | +63.3% | -53.0% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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