+10.2%
MTUM vs FRMI
-93.1%
+103.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.6% | +8.6% | -0.9% |
| 7D | -10.1% | -39.7% | +29.6% | -5.7% |
| 30D | -15.6% | -55.2% | +39.6% | -9.3% |
| 3M | -12.7% | -71.2% | +58.4% | -2.9% |
| 6M | -3.7% | -64.1% | +60.4% | +4.0% |
| YTD | +9.4% | -77.2% | +86.7% | +21.2% |
| 1Y | +10.2% | -93.2% | +103.4% | +34.1% |
| All | +10.2% | -93.1% | +103.3% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling