+599.3%
MTUM vs FIVE
+608.2%
-8.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +0.8% |
| 7D | +1.7% | +4.3% | -2.5% | +0.9% |
| 30D | -1.7% | +12.5% | -14.2% | -4.1% |
| 3M | -6.3% | +31.2% | -37.6% | -11.5% |
| 6M | +21.8% | +14.4% | +7.5% | +17.6% |
| YTD | +22.0% | +33.9% | -11.9% | +14.1% |
| 1Y | +25.3% | +65.1% | -39.7% | +12.1% |
| 3Y | +112.1% | +49.0% | +63.2% | +83.3% |
| 5Y | +76.2% | +30.3% | +45.9% | +52.0% |
| 10Y | +340.1% | +481.1% | -141.0% | +183.1% |
| All | +599.3% | +608.2% | -8.9% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling