+24.5%
BX vs MTUM
+114.7%
-90.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.5% |
| 7D | -5.6% | +0.7% | -6.3% | -6.1% |
| 30D | -12.2% | -2.4% | -9.8% | -10.8% |
| 3M | +7.4% | -3.6% | +11.0% | +8.1% |
| 6M | +22.2% | +23.7% | -1.5% | -5.1% |
| YTD | -14.0% | +22.9% | -36.9% | -32.8% |
| 1Y | -27.3% | +21.8% | -49.1% | -42.8% |
| 3Y | +24.5% | +114.4% | -89.9% | -46.5% |
| All | +24.5% | +114.7% | -90.2% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling