+48.7%
MTUM vs FN
+206.7%
-157.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +11.9% | -7.0% | +2.2% |
| 7D | -2.8% | +16.3% | -19.1% | -6.5% |
| 30D | -16.4% | -24.7% | +8.3% | -11.8% |
| 3M | -13.4% | -34.9% | +21.6% | -6.4% |
| 6M | -11.1% | -41.1% | +30.0% | -3.0% |
| YTD | +7.3% | -19.6% | +26.9% | +7.5% |
| 1Y | +8.5% | -18.5% | +27.0% | +7.9% |
| 3Y | +89.5% | +119.1% | -29.6% | +44.3% |
| 5Y | +48.7% | +206.9% | -158.2% | -1.0% |
| All | +48.7% | +206.7% | -157.9% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling