+79.7%
MTUM vs USFD
+197.4%
-117.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.9% |
| 7D | +4.1% | -7.0% | +11.1% | +6.5% |
| 30D | +0.6% | -10.3% | +10.9% | +4.1% |
| 3M | -0.6% | +9.2% | -9.8% | -4.3% |
| 6M | +25.3% | +7.4% | +17.9% | +21.0% |
| YTD | +23.8% | +29.4% | -5.6% | +10.6% |
| 1Y | +25.4% | +24.8% | +0.5% | +13.2% |
| 3Y | +117.3% | +150.0% | -32.7% | +51.2% |
| 5Y | +79.7% | +195.5% | -115.8% | +13.8% |
| All | +79.7% | +197.4% | -117.7% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling