+360.5%
BE vs MTUM
+26.3%
+334.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.8% | +5.5% | +2.6% |
| 7D | +20.0% | +1.7% | +18.3% | +14.9% |
| 30D | +7.9% | -1.7% | +9.6% | +13.5% |
| 3M | -13.2% | -6.3% | -6.9% | +7.4% |
| 6M | +53.5% | +21.8% | +31.6% | -15.4% |
| YTD | +191.0% | +22.0% | +169.0% | +56.1% |
| 1Y | +360.5% | +25.3% | +335.2% | +132.9% |
| All | +360.5% | +26.3% | +334.2% | +132.9% |
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