+349.5%
MTUM vs BUD
-22.3%
+371.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.1% |
| 7D | +0.7% | -2.6% | +3.4% | +1.4% |
| 30D | -2.4% | -1.2% | -1.2% | -2.2% |
| 3M | -3.6% | -4.9% | +1.3% | -2.8% |
| 6M | +23.7% | +9.3% | +14.4% | +20.1% |
| YTD | +22.9% | +24.0% | -1.1% | +15.2% |
| 1Y | +21.8% | +34.5% | -12.8% | +11.4% |
| 3Y | +114.4% | +43.7% | +70.8% | +89.3% |
| 5Y | +79.6% | +46.0% | +33.5% | +55.5% |
| All | +349.5% | -22.3% | +371.7% | +328.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling