-74.8%
MTUM vs BRO
-4.7%
-70.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -77.1% | +0.7% | -77.7% | -76.7% |
| 7D | -79.0% | +9.9% | -88.9% | -77.8% |
| 30D | -80.7% | +22.3% | -103.0% | -78.5% |
| 3M | -79.8% | +5.3% | -85.1% | -78.8% |
| 6M | -78.4% | +30.3% | -108.8% | -75.5% |
| YTD | -74.9% | -5.7% | -69.2% | -72.8% |
| 1Y | -74.8% | -3.5% | -71.3% | -72.7% |
| All | -74.8% | -4.7% | -70.2% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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