+79.1%
MTUM vs BBIO
+42.7%
+36.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -3.2% | +3.9% | +0.9% |
| 30D | -2.4% | -13.6% | +11.2% | -1.6% |
| 3M | -3.6% | +7.2% | -10.9% | -4.2% |
| 6M | +23.7% | +1.5% | +22.2% | +23.3% |
| YTD | +22.9% | -5.3% | +28.2% | +22.8% |
| 1Y | +21.8% | +37.7% | -16.0% | +18.9% |
| 3Y | +114.4% | +153.9% | -39.5% | +99.9% |
| All | +79.1% | +42.7% | +36.4% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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