+136.2%
BP vs MTUM
+608.1%
-471.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +1.8% |
| 7D | +0.9% | +4.1% | -3.2% | -1.2% |
| 30D | +9.1% | -0.2% | +9.3% | +9.1% |
| 3M | +3.9% | -1.9% | +5.8% | +3.4% |
| 6M | +13.6% | +28.1% | -14.5% | -4.4% |
| YTD | +34.0% | +23.6% | +10.5% | +14.8% |
| 1Y | +39.2% | +26.1% | +13.0% | +17.4% |
| 3Y | +36.4% | +116.8% | -80.4% | -21.2% |
| 5Y | +135.8% | +80.0% | +55.8% | +52.3% |
| 10Y | +125.0% | +346.4% | -221.4% | -28.6% |
| All | +136.2% | +608.1% | -471.9% | -41.6% |
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