+52.5%
MTUM vs BIYA
-99.8%
+152.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.1% | +2.7% | +1.4% | +4.1% |
| 30D | +0.6% | -16.7% | +17.3% | +0.6% |
| 3M | -0.6% | -74.6% | +74.0% | -1.0% |
| 6M | +25.3% | -85.4% | +110.7% | +25.3% |
| YTD | +23.8% | -94.2% | +118.0% | +24.6% |
| 1Y | +25.4% | -98.6% | +123.9% | +28.2% |
| All | +52.5% | -99.8% | +152.2% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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