+609.5%
MTUM vs BB
-43.5%
+653.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +4.1% | +1.8% | +2.3% | +3.9% |
| 30D | +0.6% | -12.2% | +12.9% | +2.1% |
| 3M | -0.6% | -12.3% | +11.7% | +0.4% |
| 6M | +25.3% | +122.7% | -97.4% | +12.8% |
| YTD | +23.8% | +104.5% | -80.7% | +12.5% |
| 1Y | +25.4% | +106.7% | -81.3% | +13.3% |
| 3Y | +117.3% | +70.0% | +47.3% | +94.2% |
| 5Y | +79.7% | -27.8% | +107.4% | +71.6% |
| 10Y | +359.6% | +2.4% | +357.2% | +268.5% |
| All | +609.5% | -43.5% | +653.0% | +470.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling