+604.3%
MTUM vs BR
+785.2%
-180.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | -3.0% | +3.7% | +2.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.6% |
| 3M | -3.6% | +17.3% | -20.9% | -11.6% |
| 6M | +23.7% | -6.7% | +30.4% | +25.5% |
| YTD | +22.9% | -23.4% | +46.4% | +36.5% |
| 1Y | +21.8% | -32.7% | +54.4% | +44.1% |
| 3Y | +114.4% | -5.9% | +120.4% | +110.6% |
| 5Y | +79.6% | +8.4% | +71.1% | +59.8% |
| 10Y | +356.2% | +189.2% | +167.0% | +134.0% |
| All | +604.3% | +785.2% | -180.9% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling