+513.5%
MTUM vs FN
+2,534.3%
-2,020.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.8% |
| 7D | -4.1% | -4.1% | 0.0% | -3.5% |
| 30D | -16.6% | -28.3% | +11.7% | -11.3% |
| 3M | -13.0% | -33.9% | +20.9% | -6.6% |
| 6M | -11.3% | -43.9% | +32.6% | -2.6% |
| YTD | +7.1% | -23.4% | +30.5% | +8.4% |
| 1Y | +6.4% | -25.4% | +31.8% | +7.8% |
| 3Y | +85.9% | +107.9% | -22.0% | +45.6% |
| 5Y | +50.0% | +195.1% | -145.1% | +6.1% |
| 10Y | +299.9% | +794.1% | -494.2% | +125.4% |
| All | +513.5% | +2,534.3% | -2,020.8% | +193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling