+359.6%
MTUM vs FN
+890.7%
-531.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +4.1% | +5.8% | -1.7% | +2.8% |
| 30D | +0.6% | -20.6% | +21.3% | +5.3% |
| 3M | -0.6% | -28.6% | +28.0% | +5.8% |
| 6M | +25.3% | -20.7% | +46.1% | +28.5% |
| YTD | +23.8% | -8.1% | +31.9% | +21.6% |
| 1Y | +25.4% | +13.3% | +12.1% | +16.6% |
| 3Y | +117.3% | +175.7% | -58.4% | +56.5% |
| 5Y | +79.7% | +297.4% | -217.7% | +14.3% |
| 10Y | +359.6% | +950.9% | -591.3% | +128.0% |
| All | +359.6% | +890.7% | -531.1% | +128.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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