-39.3%
BAX vs MTUM
+357.8%
-397.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.2% |
| 7D | -7.9% | +0.7% | -8.6% | -8.2% |
| 30D | -11.7% | -2.4% | -9.2% | -10.8% |
| 3M | +16.2% | -3.6% | +19.8% | +16.6% |
| 6M | +32.0% | +23.7% | +8.3% | +15.6% |
| YTD | +24.7% | +22.9% | +1.8% | +9.5% |
| 1Y | -2.6% | +21.8% | -24.4% | -14.2% |
| 3Y | -35.0% | +114.4% | -149.4% | -58.8% |
| 5Y | -67.6% | +79.6% | -147.1% | -77.6% |
| All | -39.3% | +357.8% | -397.1% | -79.5% |
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