+604.3%
MTUM vs BDX
+205.3%
+399.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.7% | -3.2% | +3.9% | +1.8% |
| 30D | -2.4% | -2.5% | +0.1% | -1.7% |
| 3M | -3.6% | +21.4% | -25.1% | -10.7% |
| 6M | +23.7% | +10.4% | +13.2% | +18.2% |
| YTD | +22.9% | +18.8% | +4.1% | +13.9% |
| 1Y | +21.8% | +21.7% | +0.1% | +11.5% |
| 3Y | +114.4% | -10.0% | +124.4% | +116.5% |
| 5Y | +79.6% | -1.8% | +81.4% | +71.4% |
| 10Y | +356.2% | +58.8% | +297.5% | +224.2% |
| All | +604.3% | +205.3% | +399.1% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling