+604.3%
MTUM vs BTG
+220.1%
+384.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.7% | -3.8% | +4.5% | +0.9% |
| 30D | -2.4% | +3.6% | -6.1% | -2.7% |
| 3M | -3.6% | +32.0% | -35.7% | -5.4% |
| 6M | +23.7% | +3.4% | +20.3% | +22.8% |
| YTD | +22.9% | +20.8% | +2.1% | +20.9% |
| 1Y | +21.8% | +22.4% | -0.7% | +19.5% |
| 3Y | +114.4% | +91.7% | +22.7% | +104.5% |
| 5Y | +79.6% | +79.0% | +0.6% | +71.0% |
| 10Y | +356.2% | +152.6% | +203.7% | +336.6% |
| All | +604.3% | +220.1% | +384.2% | +583.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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