+604.3%
MTUM vs BLDR
+1,045.5%
-441.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | -3.6% | -23.2% | +19.5% | -0.1% |
| 6M | +23.7% | -33.7% | +57.4% | +30.9% |
| YTD | +22.9% | -41.3% | +64.2% | +32.1% |
| 1Y | +21.8% | -58.8% | +80.6% | +38.2% |
| 3Y | +114.4% | -57.5% | +171.9% | +135.6% |
| 5Y | +79.6% | +12.9% | +66.7% | +65.2% |
| 10Y | +356.2% | +378.4% | -22.1% | +232.6% |
| All | +604.3% | +1,045.5% | -441.2% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling