+25.3%
MTUM vs BTDR
-4.8%
+30.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +1.4% |
| 7D | +1.7% | +20.0% | -18.2% | -0.5% |
| 30D | -1.7% | +11.9% | -13.6% | -3.5% |
| 3M | -6.3% | -36.9% | +30.6% | -3.6% |
| 6M | +21.8% | +56.5% | -34.7% | +15.2% |
| YTD | +22.0% | +10.4% | +11.6% | +17.5% |
| 1Y | +25.3% | +3.1% | +22.3% | +22.9% |
| All | +25.3% | -4.8% | +30.1% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling