+608.1%
MTUM vs BBWI
-22.5%
+630.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.7% |
| 7D | +4.1% | +1.6% | +2.5% | +3.8% |
| 30D | -0.2% | -6.2% | +6.0% | +0.5% |
| 3M | -1.9% | +4.3% | -6.3% | -3.2% |
| 6M | +28.1% | -7.2% | +35.3% | +27.8% |
| YTD | +23.6% | -3.0% | +26.6% | +22.0% |
| 1Y | +26.1% | -30.8% | +56.9% | +30.1% |
| 3Y | +116.8% | -43.4% | +160.2% | +123.7% |
| 5Y | +80.0% | -66.7% | +146.7% | +96.5% |
| 10Y | +346.4% | -55.7% | +402.1% | +331.1% |
| All | +608.1% | -22.5% | +630.6% | +501.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling