+20.0%
MTUM vs USFD
+23.2%
-3.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | +1.2% | -8.0% | +9.2% | +1.4% |
| 30D | -1.7% | -13.1% | +11.4% | -1.3% |
| 3M | -0.5% | +6.5% | -7.0% | -1.4% |
| 6M | +22.3% | +5.7% | +16.6% | +21.3% |
| YTD | +21.4% | +27.5% | -6.2% | +16.7% |
| 1Y | +20.0% | +23.4% | -3.4% | +14.8% |
| All | +20.0% | +23.2% | -3.1% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling