+604.3%
MTUM vs BRKR
+203.5%
+400.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.7% | -8.7% | +9.4% | +3.0% |
| 30D | -2.4% | -9.9% | +7.4% | 0.0% |
| 3M | -3.6% | -3.1% | -0.6% | -4.7% |
| 6M | +23.7% | +45.5% | -21.8% | +8.2% |
| YTD | +22.9% | +13.7% | +9.2% | +14.4% |
| 1Y | +21.8% | +67.4% | -45.7% | +0.5% |
| 3Y | +114.4% | -13.2% | +127.7% | +102.6% |
| 5Y | +79.6% | -39.5% | +119.0% | +85.8% |
| 10Y | +356.2% | +153.5% | +202.8% | +196.4% |
| All | +604.3% | +203.5% | +400.9% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling