+738.7%
BNY vs MTUM
+604.3%
+134.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.8% |
| 7D | -1.3% | +0.7% | -2.0% | -1.8% |
| 30D | -0.2% | -2.4% | +2.3% | +1.3% |
| 3M | +14.9% | -3.6% | +18.6% | +16.1% |
| 6M | +40.0% | +23.7% | +16.3% | +17.2% |
| YTD | +42.0% | +22.9% | +19.1% | +19.2% |
| 1Y | +56.9% | +21.8% | +35.1% | +32.4% |
| 3Y | +289.9% | +114.4% | +175.4% | +112.3% |
| 5Y | +259.2% | +79.6% | +179.6% | +122.0% |
| 10Y | +413.3% | +356.2% | +57.0% | +34.7% |
| All | +738.7% | +604.3% | +134.4% | +47.7% |
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 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