+343.8%
MTUM vs USFD
+310.2%
+33.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | +1.2% | -8.0% | +9.2% | +3.1% |
| 30D | -1.7% | -13.1% | +11.4% | +1.4% |
| 3M | -0.5% | +6.5% | -7.0% | -2.3% |
| 6M | +22.3% | +5.7% | +16.6% | +20.0% |
| YTD | +21.4% | +27.5% | -6.2% | +13.5% |
| 1Y | +20.0% | +23.4% | -3.4% | +12.9% |
| 3Y | +113.0% | +146.4% | -33.5% | +71.1% |
| 5Y | +77.3% | +196.8% | -119.5% | +35.4% |
| All | +343.8% | +310.2% | +33.6% | +204.9% |
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