+343.8%
MTUM vs FIVE
+483.6%
-139.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.5% |
| 7D | +1.2% | +0.6% | +0.7% | +1.1% |
| 30D | -1.7% | +3.0% | -4.7% | -2.5% |
| 3M | -0.5% | +23.2% | -23.7% | -5.1% |
| 6M | +22.3% | +9.2% | +13.2% | +18.8% |
| YTD | +21.4% | +28.1% | -6.7% | +13.8% |
| 1Y | +20.0% | +65.3% | -45.2% | +6.2% |
| 3Y | +113.0% | +49.4% | +63.6% | +81.4% |
| 5Y | +77.3% | +29.5% | +47.8% | +51.2% |
| All | +343.8% | +483.6% | -139.9% | +186.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling