+275.1%
BLK vs MTUM
+357.8%
-82.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.6% |
| 7D | -3.3% | +0.7% | -4.0% | -3.9% |
| 30D | -6.5% | -2.4% | -4.1% | -4.9% |
| 3M | +6.7% | -3.6% | +10.4% | +7.6% |
| 6M | +14.7% | +23.7% | -8.9% | -8.7% |
| YTD | +2.5% | +22.9% | -20.4% | -18.1% |
| 1Y | -2.8% | +21.8% | -24.5% | -21.9% |
| 3Y | +65.9% | +114.4% | -48.6% | -23.7% |
| 5Y | +33.0% | +79.6% | -46.6% | -27.6% |
| All | +275.1% | +357.8% | -82.8% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling