+81.4%
MTUM vs FRSH
-72.5%
+153.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.7% | -6.6% | +7.3% | +1.5% |
| 30D | -2.4% | +2.1% | -4.5% | -2.9% |
| 3M | -3.6% | +29.0% | -32.6% | -7.4% |
| 6M | +23.7% | +48.6% | -25.0% | +15.9% |
| YTD | +22.9% | -2.9% | +25.8% | +21.8% |
| 1Y | +21.8% | -7.9% | +29.7% | +21.4% |
| 3Y | +114.4% | -46.5% | +161.0% | +125.3% |
| All | +81.4% | -72.5% | +153.9% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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