+86.6%
MTUM vs BAM
+81.2%
+5.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +6.6% | -2.7% | +9.3% | +7.5% |
| 30D | -10.8% | +15.5% | -26.3% | -15.3% |
| 3M | -13.8% | -6.9% | -6.9% | -11.9% |
| 6M | -10.7% | +9.9% | -20.6% | -14.4% |
| YTD | +9.1% | +1.4% | +7.7% | +7.1% |
| 1Y | +11.4% | +3.3% | +8.1% | +8.5% |
| 3Y | +88.8% | +83.6% | +5.2% | +56.2% |
| All | +86.6% | +81.2% | +5.3% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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