+6.6%
MTUM vs BRKR
+66.6%
-60.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.5% | -3.7% | +3.5% |
| 7D | -2.8% | +19.5% | -22.3% | -5.3% |
| 30D | -16.4% | +13.1% | -29.5% | -17.9% |
| 3M | -13.4% | +24.7% | -38.0% | -16.2% |
| 6M | -11.1% | +50.9% | -62.0% | -18.5% |
| YTD | +7.3% | +41.7% | -34.4% | -3.0% |
| All | +6.6% | +66.6% | -60.0% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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