+79.1%
MTUM vs BAH
+2.5%
+76.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +0.7% | +4.3% | -3.5% | +0.3% |
| 30D | -2.4% | -2.5% | 0.0% | -2.2% |
| 3M | -3.6% | -0.9% | -2.7% | -3.4% |
| 6M | +23.7% | +1.5% | +22.2% | +23.0% |
| YTD | +22.9% | -8.0% | +30.9% | +23.4% |
| 1Y | +21.8% | -24.7% | +46.5% | +26.5% |
| 3Y | +114.4% | -28.4% | +142.8% | +114.6% |
| All | +79.1% | +2.5% | +76.6% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling