+77.3%
MTUM vs BUD
+44.8%
+32.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +1.2% | -3.2% | +4.4% | +1.9% |
| 30D | -1.7% | -3.7% | +2.0% | -1.0% |
| 3M | -0.5% | -4.4% | +4.0% | +0.2% |
| 6M | +22.3% | +7.7% | +14.6% | +19.4% |
| YTD | +21.4% | +23.1% | -1.7% | +14.4% |
| 1Y | +20.0% | +33.6% | -13.6% | +10.6% |
| 3Y | +113.0% | +44.7% | +68.2% | +87.2% |
| 5Y | +77.3% | +44.9% | +32.3% | +52.3% |
| All | +77.3% | +44.8% | +32.5% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling