+114.4%
MTUM vs FTV
-5.2%
+119.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | -4.0% | +4.7% | +2.2% |
| 30D | -2.4% | -11.0% | +8.6% | +1.7% |
| 3M | -3.6% | -8.4% | +4.8% | -1.0% |
| 6M | +23.7% | -2.6% | +26.2% | +23.7% |
| YTD | +22.9% | -0.6% | +23.5% | +21.0% |
| 1Y | +21.8% | +11.0% | +10.8% | +13.3% |
| 3Y | +114.4% | -6.3% | +120.8% | +117.5% |
| All | +114.4% | -5.2% | +119.7% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling