+75.9%
MTUM vs BROS
+33.7%
+42.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.6% |
| 7D | +1.2% | -6.1% | +7.3% | +2.0% |
| 30D | -1.7% | -12.4% | +10.7% | -0.2% |
| 3M | -0.5% | -27.9% | +27.5% | +2.9% |
| 6M | +22.3% | -16.8% | +39.1% | +23.8% |
| YTD | +21.4% | -29.0% | +50.4% | +24.9% |
| 1Y | +20.0% | -33.2% | +53.2% | +24.1% |
| 3Y | +113.0% | +56.8% | +56.2% | +95.2% |
| All | +75.9% | +33.7% | +42.2% | +67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling