+349.5%
MTUM vs BHP
+496.8%
-147.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.7% | -3.6% | +4.3% | +2.0% |
| 30D | -2.4% | -1.2% | -1.3% | -2.2% |
| 3M | -3.6% | +1.2% | -4.8% | -4.4% |
| 6M | +23.7% | +21.4% | +2.3% | +15.0% |
| YTD | +22.9% | +50.4% | -27.5% | +5.8% |
| 1Y | +21.8% | +67.5% | -45.7% | +0.7% |
| 3Y | +114.4% | +72.8% | +41.6% | +71.8% |
| 5Y | +79.6% | +112.6% | -33.0% | +28.6% |
| All | +349.5% | +496.8% | -147.4% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling