Use monthly returns and follow Ken French's website. RMW, CMA, and MOM are all calculated in depth on a near daily basis. From his Dartmouth data library.
Rm-Rf, the excess return on the market, value-weight return of all CRSP firms incorporated in the US and listed on the NYSE, AMEX, or NASDAQ that have a CRSP share code of 10 or 11 at the beginning of month t, good shares and price data at the beginning of t, and good return data for t minus the one-month Treasury bill rate (from Ibbotson Associates).
RMW (Robust Minus Weak) is the average return on the two robust operating profitability portfolios minus the average return on the two weak operating profitability portfolios,
1/2 (Small Robust + Big Robust)
- 1/2 (Small Weak + Big Weak).
CMA (Conservative Minus Aggressive) is the average return on the two conservative investment portfolios minus the average return on the two aggressive investment portfolios,
1/2 (Small Conservative + Big Conservative)
- 1/2 (Small Aggressive + Big Aggressive).
Portfolio construction is done based on broadly 70/30 percentile for each of these factors. If you are looking at US returns this has all been calculated, if you are looking at international returns (for some obscure country where they haven't done this), you will define your own portfolio mixes.