+25.0%
BND vs MTUM
+595.4%
-570.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.6% |
| 7D | -0.9% | +1.2% | -2.2% | -0.9% |
| 30D | -1.0% | -1.7% | +0.7% | -0.9% |
| 3M | -1.2% | -0.5% | -0.8% | -1.3% |
| 6M | -2.0% | +22.3% | -24.3% | -2.4% |
| YTD | -1.2% | +21.4% | -22.5% | -1.6% |
| 1Y | -0.5% | +20.0% | -20.5% | -0.9% |
| 3Y | +12.4% | +113.0% | -100.5% | +10.6% |
| 5Y | -2.5% | +77.3% | -79.8% | -3.9% |
| 10Y | +15.0% | +350.5% | -335.5% | +14.2% |
| All | +25.0% | +595.4% | -570.4% | +22.8% |
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