+78.1%
MTUM vs BROS
+35.1%
+43.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +0.7% | -5.8% | +6.5% | +1.4% |
| 30D | -2.4% | -14.0% | +11.5% | -0.7% |
| 3M | -3.6% | -32.5% | +28.8% | +0.4% |
| 6M | +23.7% | -14.9% | +38.6% | +24.8% |
| YTD | +22.9% | -28.3% | +51.2% | +26.4% |
| 1Y | +21.8% | -34.0% | +55.7% | +26.0% |
| 3Y | +114.4% | +63.0% | +51.5% | +95.8% |
| All | +78.1% | +35.1% | +43.1% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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