+114.4%
MTUM vs BLDR
-57.1%
+171.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.9% |
| 7D | +0.7% | -8.2% | +9.0% | +2.1% |
| 30D | -2.4% | -16.6% | +14.2% | +0.4% |
| 3M | -3.6% | -23.2% | +19.5% | +0.1% |
| 6M | +23.7% | -33.7% | +57.4% | +31.1% |
| YTD | +22.9% | -41.3% | +64.2% | +32.3% |
| 1Y | +21.8% | -58.8% | +80.6% | +39.3% |
| 3Y | +114.4% | -57.5% | +171.9% | +135.8% |
| All | +114.4% | -57.1% | +171.5% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling