+507.1%
MTUM vs USFR
+27.6%
+479.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | -1.7% | +0.3% | -2.0% | -1.8% |
| 3M | -0.5% | +1.0% | -1.4% | -0.8% |
| 6M | +22.3% | +1.9% | +20.4% | +21.6% |
| YTD | +21.4% | +2.7% | +18.7% | +20.3% |
| 1Y | +20.0% | +4.0% | +16.0% | +18.4% |
| 3Y | +113.0% | +14.1% | +98.9% | +103.4% |
| 5Y | +77.3% | +20.5% | +56.8% | +66.1% |
| 10Y | +350.5% | +28.0% | +322.4% | +313.8% |
| All | +507.1% | +27.6% | +479.5% | +458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling