+79.1%
MTUM vs USFR
+20.6%
+58.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.4% |
| 7D | +0.7% | +0.1% | +0.6% | +0.8% |
| 30D | -2.4% | +0.4% | -2.8% | -2.1% |
| 3M | -3.6% | +1.0% | -4.7% | -2.7% |
| 6M | +23.7% | +2.0% | +21.7% | +25.0% |
| YTD | +22.9% | +2.8% | +20.2% | +23.9% |
| 1Y | +21.8% | +4.1% | +17.7% | +22.2% |
| 3Y | +114.4% | +14.1% | +100.3% | +121.4% |
| All | +79.1% | +20.6% | +58.6% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling