+26.5%
BAC vs MTUM
+26.3%
+0.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | +0.6% | +1.7% | -1.1% | +0.2% |
| 30D | -0.9% | -1.7% | +0.8% | -0.6% |
| 3M | +16.3% | -6.3% | +22.7% | +16.9% |
| 6M | +26.0% | +21.8% | +4.1% | +11.6% |
| YTD | +15.2% | +22.0% | -6.8% | +1.8% |
| 1Y | +26.5% | +25.3% | +1.2% | +11.7% |
| All | +26.5% | +26.3% | +0.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling