+1,264.4%
BE vs MTUM
+78.7%
+1,185.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +4.2% |
| 7D | +9.0% | +0.7% | +8.3% | +7.9% |
| 30D | +16.3% | -2.4% | +18.7% | +22.7% |
| 3M | +10.8% | -3.6% | +14.4% | +26.1% |
| 6M | +73.2% | +23.7% | +49.5% | +26.8% |
| YTD | +217.4% | +22.9% | +194.4% | +140.5% |
| 1Y | +309.8% | +21.8% | +288.0% | +229.5% |
| 3Y | +1,726.2% | +114.4% | +1,611.7% | +484.9% |
| All | +1,264.4% | +78.7% | +1,185.8% | +596.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling