+604.3%
MTUM vs BG
+163.7%
+440.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +0.7% | +3.1% | -2.4% | +0.1% |
| 30D | -2.4% | +10.2% | -12.7% | -4.5% |
| 3M | -3.6% | -1.7% | -2.0% | -3.6% |
| 6M | +23.7% | +1.0% | +22.7% | +22.6% |
| YTD | +22.9% | +39.9% | -17.0% | +13.5% |
| 1Y | +21.8% | +53.2% | -31.5% | +9.8% |
| 3Y | +114.4% | +16.3% | +98.2% | +102.5% |
| 5Y | +79.6% | +83.9% | -4.3% | +49.0% |
| 10Y | +356.2% | +165.1% | +191.1% | +221.3% |
| All | +604.3% | +163.7% | +440.7% | +395.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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