+114.4%
MTUM vs USFR
+14.1%
+100.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.9% |
| 30D | -2.4% | +0.4% | -2.8% | -1.8% |
| 3M | -3.6% | +1.0% | -4.7% | -2.0% |
| 6M | +23.7% | +2.0% | +21.7% | +25.8% |
| YTD | +22.9% | +2.8% | +20.2% | +24.0% |
| 1Y | +21.8% | +4.1% | +17.7% | +21.1% |
| 3Y | +114.4% | +14.1% | +100.3% | +115.7% |
| All | +114.4% | +14.1% | +100.3% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling