+361.9%
MTUM vs USFD
+329.0%
+32.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +1.7% | -3.0% | +4.7% | +2.4% |
| 30D | -1.7% | +3.5% | -5.2% | -2.5% |
| 3M | -6.3% | +26.6% | -32.9% | -11.6% |
| 6M | +21.8% | +11.7% | +10.1% | +18.2% |
| YTD | +22.0% | +38.1% | -16.1% | +12.2% |
| 1Y | +25.3% | +33.4% | -8.0% | +16.0% |
| 3Y | +112.1% | +155.8% | -43.7% | +69.3% |
| 5Y | +76.2% | +214.0% | -137.8% | +33.0% |
| 10Y | +340.1% | +320.4% | +19.8% | +205.8% |
| All | +361.9% | +329.0% | +32.8% | +219.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling