+604.3%
MTUM vs FTI
+126.9%
+477.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +0.7% | -4.4% | +5.1% | +1.5% |
| 30D | -2.4% | +1.5% | -3.9% | -2.7% |
| 3M | -3.6% | +8.2% | -11.8% | -5.1% |
| 6M | +23.7% | +18.8% | +4.8% | +19.7% |
| YTD | +22.9% | +71.7% | -48.8% | +11.7% |
| 1Y | +21.8% | +90.0% | -68.3% | +8.5% |
| 3Y | +114.4% | +270.5% | -156.0% | +69.0% |
| 5Y | +79.6% | +1,084.5% | -1,005.0% | +14.8% |
| 10Y | +356.2% | +302.9% | +53.3% | +210.3% |
| All | +604.3% | +126.9% | +477.4% | +426.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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