+60.7%
BMY vs MTUM
+357.8%
-297.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -4.8% | +0.7% | -5.5% | -5.0% |
| 30D | -0.1% | -2.4% | +2.3% | +0.5% |
| 3M | +13.1% | -3.6% | +16.8% | +13.4% |
| 6M | +8.4% | +23.7% | -15.3% | -0.8% |
| YTD | +22.0% | +22.9% | -0.9% | +11.7% |
| 1Y | +40.3% | +21.8% | +18.5% | +28.6% |
| 3Y | +20.5% | +114.4% | -93.9% | -13.8% |
| 5Y | +23.7% | +79.6% | -55.8% | -5.6% |
| All | +60.7% | +357.8% | -297.1% | -22.3% |
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 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