+114.4%
MTUM vs BR
-5.3%
+119.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +0.7% | -3.0% | +3.7% | +1.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.5% |
| 3M | -3.6% | +17.3% | -20.9% | -6.2% |
| 6M | +23.7% | -6.7% | +30.4% | +28.1% |
| YTD | +22.9% | -23.4% | +46.4% | +37.2% |
| 1Y | +21.8% | -32.7% | +54.4% | +44.3% |
| 3Y | +114.4% | -5.9% | +120.4% | +116.7% |
| All | +114.4% | -5.3% | +119.8% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling