+79.1%
MTUM vs BRO
+17.6%
+61.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.7% | -7.3% | +8.0% | +2.1% |
| 30D | -2.4% | -6.9% | +4.4% | -1.3% |
| 3M | -3.6% | +10.7% | -14.3% | -7.3% |
| 6M | +23.7% | -2.7% | +26.4% | +23.3% |
| YTD | +22.9% | -16.3% | +39.2% | +28.4% |
| 1Y | +21.8% | -29.1% | +50.8% | +35.0% |
| 3Y | +114.4% | -7.8% | +122.3% | +108.0% |
| All | +79.1% | +17.6% | +61.5% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling