+79.1%
MTUM vs FTV
-2.3%
+81.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +0.7% | -4.0% | +4.7% | +2.5% |
| 30D | -2.4% | -11.0% | +8.6% | +2.5% |
| 3M | -3.6% | -8.4% | +4.8% | -0.4% |
| 6M | +23.7% | -2.6% | +26.2% | +23.8% |
| YTD | +22.9% | -0.6% | +23.5% | +20.7% |
| 1Y | +21.8% | +11.0% | +10.8% | +12.7% |
| 3Y | +114.4% | -6.3% | +120.8% | +113.4% |
| All | +79.1% | -2.3% | +81.4% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling