+392.9%
BAC vs MTUM
+357.8%
+35.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.5% |
| 30D | -2.8% | -2.4% | -0.3% | -1.2% |
| 3M | +14.2% | -3.6% | +17.9% | +15.2% |
| 6M | +30.5% | +23.7% | +6.9% | +6.6% |
| YTD | +15.8% | +22.9% | -7.1% | -5.3% |
| 1Y | +26.2% | +21.8% | +4.4% | +3.7% |
| 3Y | +136.5% | +114.4% | +22.1% | +18.9% |
| 5Y | +75.9% | +79.6% | -3.6% | +2.2% |
| All | +392.9% | +357.8% | +35.1% | +28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling