+977.1%
BE vs MTUM
+197.7%
+779.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.2% |
| 7D | +23.9% | +4.1% | +19.8% | +15.9% |
| 30D | +27.8% | +0.6% | +27.2% | +27.5% |
| 3M | +3.7% | -0.6% | +4.4% | +11.5% |
| 6M | +78.0% | +25.3% | +52.6% | +31.4% |
| YTD | +209.9% | +23.8% | +186.1% | +139.0% |
| 1Y | +389.6% | +25.4% | +364.2% | +287.5% |
| 3Y | +1,730.6% | +117.3% | +1,613.3% | +520.3% |
| 5Y | +1,227.8% | +79.7% | +1,148.1% | +551.9% |
| All | +977.1% | +197.7% | +779.4% | +179.2% |
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