+349.5%
MTUM vs BRO
+294.2%
+55.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.7% | -7.3% | +8.0% | +3.6% |
| 30D | -2.4% | -6.9% | +4.4% | -0.1% |
| 3M | -3.6% | +10.7% | -14.3% | -9.5% |
| 6M | +23.7% | -2.7% | +26.4% | +21.9% |
| YTD | +22.9% | -16.3% | +39.2% | +29.2% |
| 1Y | +21.8% | -29.1% | +50.8% | +38.2% |
| 3Y | +114.4% | -7.8% | +122.3% | +105.1% |
| 5Y | +79.6% | +18.7% | +60.8% | +43.2% |
| All | +349.5% | +294.2% | +55.2% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling