+116.8%
MTUM vs FN
+175.0%
-58.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | +4.1% | +3.5% | +0.6% | +3.3% |
| 30D | -0.2% | -26.0% | +25.8% | +6.1% |
| 3M | -1.9% | -33.3% | +31.3% | +5.8% |
| 6M | +28.1% | -14.9% | +43.0% | +29.3% |
| YTD | +23.6% | -8.6% | +32.1% | +21.6% |
| 1Y | +26.1% | +12.3% | +13.8% | +17.7% |
| 3Y | +116.8% | +174.4% | -57.6% | +54.0% |
| All | +116.8% | +175.0% | -58.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling