+79.1%
MTUM vs BN
+33.2%
+46.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.2% |
| 3M | -3.6% | -15.0% | +11.3% | +3.1% |
| 6M | +23.7% | -5.4% | +29.1% | +25.8% |
| YTD | +22.9% | -16.4% | +39.3% | +31.4% |
| 1Y | +21.8% | -16.2% | +38.0% | +29.7% |
| 3Y | +114.4% | +67.5% | +46.9% | +67.2% |
| All | +79.1% | +33.2% | +46.0% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling