+349.5%
MTUM vs BB
+1.6%
+347.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | -2.4% | -12.5% | +10.1% | -0.8% |
| 3M | -3.6% | -17.4% | +13.8% | -1.8% |
| 6M | +23.7% | +119.1% | -95.5% | +10.3% |
| YTD | +22.9% | +102.4% | -79.5% | +10.7% |
| 1Y | +21.8% | +98.2% | -76.4% | +9.4% |
| 3Y | +114.4% | +46.9% | +67.5% | +93.2% |
| 5Y | +79.6% | -26.4% | +105.9% | +70.7% |
| All | +349.5% | +1.6% | +347.9% | +242.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling