+537.7%
MTUM vs FIVE
+594.1%
-56.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.4% |
| 7D | +10.8% | +2.4% | +8.4% | +10.3% |
| 30D | -11.4% | +15.8% | -27.2% | -13.9% |
| 3M | -11.7% | +3.8% | -15.5% | -12.6% |
| 6M | -8.2% | +18.5% | -26.8% | -12.0% |
| YTD | +11.3% | +31.2% | -19.9% | +4.3% |
| 1Y | +11.0% | +61.8% | -50.8% | -0.3% |
| 3Y | +93.2% | +39.9% | +53.3% | +69.0% |
| 5Y | +54.8% | +18.3% | +36.5% | +36.1% |
| 10Y | +316.2% | +510.0% | -193.7% | +166.3% |
| All | +537.7% | +594.1% | -56.4% | +287.3% |
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 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