+309.8%
BE vs MTUM
+21.2%
+288.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +3.3% |
| 7D | +9.0% | +0.7% | +8.3% | +7.4% |
| 30D | +16.3% | -2.4% | +18.7% | +24.8% |
| 3M | +10.8% | -3.6% | +14.4% | +27.6% |
| 6M | +73.2% | +23.7% | +49.5% | -9.4% |
| YTD | +217.4% | +22.9% | +194.4% | +67.7% |
| 1Y | +309.8% | +21.8% | +288.0% | +131.3% |
| All | +309.8% | +21.2% | +288.6% | +131.3% |
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 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