+79.1%
MTUM vs BEN
+36.0%
+43.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.7% | -3.1% | +3.8% | +1.8% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | -3.6% | +6.8% | -10.5% | -5.9% |
| 6M | +23.7% | +38.1% | -14.4% | +10.8% |
| YTD | +22.9% | +44.3% | -21.4% | +8.2% |
| 1Y | +21.8% | +42.6% | -20.8% | +7.4% |
| 3Y | +114.4% | +52.3% | +62.1% | +78.9% |
| All | +79.1% | +36.0% | +43.2% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling