+109.4%
MTUM vs BRO
-5.2%
+114.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.2% | -5.6% | -2.2% |
| 7D | -1.7% | -4.3% | +2.6% | -1.9% |
| 30D | -5.5% | -3.1% | -2.4% | -5.6% |
| 3M | -7.5% | +14.2% | -21.7% | -8.3% |
| 6M | +23.4% | +0.6% | +22.7% | +24.8% |
| YTD | +20.0% | -13.6% | +33.6% | +24.8% |
| 1Y | +19.1% | -26.2% | +45.3% | +29.0% |
| 3Y | +109.4% | -4.7% | +114.1% | +112.7% |
| All | +109.4% | -5.2% | +114.6% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling