+79.1%
MTUM vs FND
-63.3%
+142.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +0.7% | -5.8% | +6.5% | +1.8% |
| 30D | -2.4% | -20.2% | +17.8% | +1.7% |
| 3M | -3.6% | -12.0% | +8.3% | -2.0% |
| 6M | +23.7% | -18.5% | +42.2% | +26.9% |
| YTD | +22.9% | -22.3% | +45.2% | +26.7% |
| 1Y | +21.8% | -47.6% | +69.4% | +35.6% |
| 3Y | +114.4% | -49.8% | +164.2% | +131.6% |
| All | +79.1% | -63.3% | +142.5% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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