+320.6%
MTUM vs USFD
+352.6%
-32.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | -12.1% | +12.3% | -24.4% | -14.5% |
| 3M | -10.0% | -0.7% | -9.3% | -10.1% |
| 6M | -9.4% | +31.3% | -40.6% | -15.4% |
| YTD | +11.1% | +45.7% | -34.6% | +0.7% |
| 1Y | +10.8% | +52.1% | -41.4% | -0.7% |
| 3Y | +92.9% | +158.2% | -65.3% | +53.3% |
| 5Y | +55.2% | +213.8% | -158.5% | +16.9% |
| 10Y | +315.6% | +367.0% | -51.4% | +184.5% |
| All | +320.6% | +352.6% | -32.0% | +186.7% |
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