+10.2%
MTUM vs BDX
+54.0%
-43.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.5% | -0.8% |
| 7D | -10.1% | +7.2% | -17.3% | -8.7% |
| 30D | -15.6% | +15.8% | -31.3% | -13.0% |
| 3M | -12.7% | +23.7% | -36.4% | -8.9% |
| 6M | -3.7% | +44.8% | -48.6% | +2.2% |
| YTD | +9.4% | +39.8% | -30.3% | +17.4% |
| 1Y | +10.2% | +52.3% | -42.1% | +17.5% |
| All | +10.2% | +54.0% | -43.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 1y: compounded portfolio wealth divided by compounded BDX 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…
1y analysis · Full analysis span regression · 6 months rolling