+134.1%
BP vs MTUM
+357.8%
-223.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.6% |
| 7D | +5.2% | +0.7% | +4.5% | +4.8% |
| 30D | +8.7% | -2.4% | +11.1% | +9.9% |
| 3M | +9.3% | -3.6% | +13.0% | +10.0% |
| 6M | +13.6% | +23.7% | -10.1% | -1.6% |
| YTD | +37.7% | +22.9% | +14.8% | +19.3% |
| 1Y | +40.6% | +21.8% | +18.9% | +22.1% |
| 3Y | +40.3% | +114.4% | -74.1% | -16.5% |
| 5Y | +141.4% | +79.6% | +61.9% | +58.9% |
| All | +134.1% | +357.8% | -223.7% | -12.3% |
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