+349.5%
MTUM vs BBWI
-55.0%
+404.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.1% | +0.4% |
| 7D | +0.7% | -4.8% | +5.5% | +1.4% |
| 30D | -2.4% | +3.5% | -5.9% | -3.2% |
| 3M | -3.6% | -0.3% | -3.3% | -4.3% |
| 6M | +23.7% | -5.4% | +29.0% | +23.0% |
| YTD | +22.9% | -4.7% | +27.6% | +21.7% |
| 1Y | +21.8% | -30.5% | +52.2% | +25.2% |
| 3Y | +114.4% | -44.3% | +158.8% | +121.4% |
| 5Y | +79.6% | -66.9% | +146.4% | +95.0% |
| All | +349.5% | -55.0% | +404.4% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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