+25.3%
MTUM vs BR
-29.1%
+54.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +0.9% |
| 7D | +1.7% | -5.3% | +7.0% | +0.3% |
| 30D | -1.7% | +6.4% | -8.1% | 0.0% |
| 3M | -6.3% | +13.6% | -20.0% | -1.6% |
| 6M | +21.8% | -6.7% | +28.5% | +25.2% |
| YTD | +22.0% | -21.1% | +43.1% | +25.9% |
| 1Y | +25.3% | -29.6% | +54.9% | +30.4% |
| All | +25.3% | -29.1% | +54.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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