+25.3%
MTUM vs BB
+105.3%
-80.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +1.7% | -5.6% | +7.4% | +2.6% |
| 30D | -1.7% | -11.8% | +10.1% | +0.2% |
| 3M | -6.3% | -25.5% | +19.2% | -2.8% |
| 6M | +21.8% | +121.3% | -99.4% | +10.0% |
| YTD | +22.0% | +103.2% | -81.1% | +11.1% |
| 1Y | +25.3% | +102.6% | -77.3% | +17.1% |
| All | +25.3% | +105.3% | -80.0% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling