+604.3%
MTUM vs BBY
+517.3%
+87.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.6% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | -2.4% | +9.4% | -11.8% | -4.4% |
| 3M | -3.6% | +19.3% | -23.0% | -7.6% |
| 6M | +23.7% | +47.9% | -24.3% | +12.7% |
| YTD | +22.9% | +39.6% | -16.7% | +12.9% |
| 1Y | +21.8% | +22.2% | -0.4% | +14.9% |
| 3Y | +114.4% | +45.0% | +69.5% | +89.5% |
| 5Y | +79.6% | +2.6% | +77.0% | +67.2% |
| 10Y | +356.2% | +250.5% | +105.8% | +240.0% |
| All | +604.3% | +517.3% | +87.1% | +380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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