+506.2%
BSX vs MTUM
+604.3%
-98.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.1% |
| 7D | -10.1% | +0.7% | -10.8% | -10.5% |
| 30D | -16.4% | -2.4% | -14.0% | -15.2% |
| 3M | -8.9% | -3.6% | -5.2% | -8.7% |
| 6M | -38.3% | +23.7% | -61.9% | -49.1% |
| YTD | -54.9% | +22.9% | -77.8% | -62.8% |
| 1Y | -58.8% | +21.8% | -80.6% | -65.9% |
| 3Y | -21.2% | +114.4% | -135.7% | -59.0% |
| 5Y | -3.3% | +79.6% | -82.9% | -42.7% |
| 10Y | +82.8% | +356.2% | -273.4% | -58.1% |
| All | +506.2% | +604.3% | -98.1% | -6.7% |
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