+111.8%
MTUM vs BAM
+67.8%
+43.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +1.0% |
| 7D | +4.1% | -3.9% | +8.0% | +5.5% |
| 30D | +0.6% | -8.8% | +9.5% | +3.6% |
| 3M | -0.6% | +2.2% | -2.8% | -2.0% |
| 6M | +25.3% | +5.9% | +19.4% | +21.6% |
| YTD | +23.8% | -6.1% | +29.9% | +25.1% |
| 1Y | +25.4% | -11.6% | +37.0% | +29.1% |
| 3Y | +117.3% | +51.7% | +65.6% | +88.8% |
| All | +111.8% | +67.8% | +43.9% | +80.1% |
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