+10.2%
MTUM vs BLDR
-38.1%
+48.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.3% | -11.2% | -2.6% |
| 7D | -10.1% | +24.4% | -34.5% | -11.8% |
| 30D | -15.6% | +24.9% | -40.5% | -17.3% |
| 3M | -12.7% | -7.8% | -5.0% | -11.2% |
| 6M | -3.7% | -5.8% | +2.0% | -2.6% |
| YTD | +9.4% | -32.5% | +41.9% | +13.8% |
| 1Y | +10.2% | -36.7% | +46.9% | +15.1% |
| All | +10.2% | -38.1% | +48.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling