+171.6%
BKR vs MTUM
+78.7%
+92.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.3% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | -8.1% | -2.4% | -5.7% | -6.8% |
| 3M | -6.6% | -3.6% | -3.0% | -5.6% |
| 6M | +0.9% | +23.7% | -22.8% | -13.9% |
| YTD | +31.1% | +22.9% | +8.2% | +11.9% |
| 1Y | +27.7% | +21.8% | +5.9% | +9.5% |
| 3Y | +71.2% | +114.4% | -43.2% | -1.2% |
| All | +171.6% | +78.7% | +92.9% | +71.7% |
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