+85.7%
MTUM vs BTDR
+19.6%
+66.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.0% |
| 7D | +0.7% | -3.4% | +4.1% | +0.9% |
| 30D | -2.4% | +32.6% | -35.0% | -4.3% |
| 3M | -3.6% | -32.2% | +28.6% | -2.2% |
| 6M | +23.7% | +52.4% | -28.7% | +19.5% |
| YTD | +22.9% | +6.7% | +16.2% | +20.5% |
| 1Y | +21.8% | -15.2% | +37.0% | +19.5% |
| 3Y | +114.4% | +14.9% | +99.6% | +100.3% |
| 5Y | +79.6% | +20.8% | +58.8% | +64.5% |
| All | +85.7% | +19.6% | +66.1% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling