+79.1%
MTUM vs BTI
+118.0%
-38.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | -2.4% | -1.1% | -1.4% | -2.3% |
| 3M | -3.6% | -8.8% | +5.1% | -2.6% |
| 6M | +23.7% | -4.0% | +27.6% | +23.3% |
| YTD | +22.9% | +0.4% | +22.6% | +21.3% |
| 1Y | +21.8% | +1.9% | +19.8% | +19.7% |
| 3Y | +114.4% | +108.5% | +5.9% | +73.0% |
| All | +79.1% | +118.0% | -38.9% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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