+114.4%
MTUM vs BN
+70.0%
+44.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.1% |
| 7D | +0.7% | -5.2% | +5.9% | +3.0% |
| 30D | -2.4% | -14.5% | +12.0% | +4.3% |
| 3M | -3.6% | -15.0% | +11.3% | +3.1% |
| 6M | +23.7% | -5.4% | +29.1% | +25.7% |
| YTD | +22.9% | -16.4% | +39.3% | +31.4% |
| 1Y | +21.8% | -16.2% | +38.0% | +29.6% |
| 3Y | +114.4% | +67.5% | +46.9% | +74.8% |
| All | +114.4% | +70.0% | +44.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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