-16.1%
BAX vs MTUM
+608.1%
-624.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.0% | -4.4% |
| 7D | -2.4% | +4.1% | -6.5% | -4.4% |
| 30D | -9.7% | -0.2% | -9.5% | -9.8% |
| 3M | +29.3% | -1.9% | +31.2% | +28.4% |
| 6M | +40.7% | +28.1% | +12.6% | +20.2% |
| YTD | +30.3% | +23.6% | +6.7% | +13.5% |
| 1Y | +3.4% | +26.1% | -22.7% | -11.1% |
| 3Y | -32.0% | +116.8% | -148.9% | -58.0% |
| 5Y | -66.9% | +80.0% | -146.9% | -77.5% |
| 10Y | -37.1% | +346.4% | -383.5% | -78.4% |
| All | -16.1% | +608.1% | -624.2% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling