+311.3%
MTUM vs USFD
+359.9%
-48.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +6.6% | +1.7% | +4.9% | +6.2% |
| 30D | -10.8% | +10.2% | -21.0% | -12.9% |
| 3M | -13.8% | -1.5% | -12.3% | -13.8% |
| 6M | -10.7% | +27.3% | -38.0% | -16.1% |
| YTD | +9.1% | +44.0% | -34.9% | -1.0% |
| 1Y | +11.4% | +50.4% | -39.0% | 0.0% |
| 3Y | +88.8% | +153.6% | -64.8% | +50.5% |
| 5Y | +51.7% | +219.0% | -167.3% | +13.8% |
| All | +311.3% | +359.9% | -48.6% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling