+1,164.7%
BX vs MTUM
+604.3%
+560.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.2% |
| 7D | -5.6% | +0.7% | -6.3% | -6.3% |
| 30D | -12.2% | -2.4% | -9.8% | -10.3% |
| 3M | +7.4% | -3.6% | +11.0% | +8.3% |
| 6M | +22.2% | +23.7% | -1.5% | -7.8% |
| YTD | -14.0% | +22.9% | -36.9% | -34.7% |
| 1Y | -27.3% | +21.8% | -49.1% | -44.5% |
| 3Y | +24.5% | +114.4% | -89.9% | -49.3% |
| 5Y | +18.9% | +79.6% | -60.7% | -39.5% |
| 10Y | +665.4% | +356.2% | +309.2% | +35.6% |
| All | +1,164.7% | +604.3% | +560.4% | +29.5% |
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 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