+79.1%
MTUM vs BR
+8.0%
+71.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | -3.0% | +3.7% | +1.5% |
| 30D | -2.4% | -0.3% | -2.1% | -2.6% |
| 3M | -3.6% | +17.3% | -20.9% | -9.0% |
| 6M | +23.7% | -6.7% | +30.4% | +26.6% |
| YTD | +22.9% | -23.4% | +46.4% | +36.2% |
| 1Y | +21.8% | -32.7% | +54.4% | +43.0% |
| 3Y | +114.4% | -5.9% | +120.4% | +113.2% |
| All | +79.1% | +8.0% | +71.1% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling