+349.5%
MTUM vs BAH
+207.9%
+141.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.7% | +4.3% | -3.5% | -0.3% |
| 30D | -2.4% | -2.5% | 0.0% | -2.0% |
| 3M | -3.6% | -0.9% | -2.7% | -4.0% |
| 6M | +23.7% | +1.5% | +22.2% | +21.6% |
| YTD | +22.9% | -8.0% | +30.9% | +22.7% |
| 1Y | +21.8% | -24.7% | +46.5% | +28.3% |
| 3Y | +114.4% | -28.4% | +142.8% | +117.3% |
| 5Y | +79.6% | +2.8% | +76.8% | +54.3% |
| All | +349.5% | +207.9% | +141.5% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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