+608.1%
MTUM vs BUD
+11.5%
+596.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.5% |
| 7D | +4.1% | +0.8% | +3.3% | +3.9% |
| 30D | -0.2% | -4.8% | +4.6% | +1.1% |
| 3M | -1.9% | +1.4% | -3.3% | -2.7% |
| 6M | +28.1% | +9.9% | +18.2% | +23.9% |
| YTD | +23.6% | +26.3% | -2.8% | +14.6% |
| 1Y | +26.1% | +36.1% | -10.0% | +14.2% |
| 3Y | +116.8% | +48.6% | +68.3% | +87.6% |
| 5Y | +80.0% | +45.0% | +35.0% | +54.5% |
| 10Y | +346.4% | -23.1% | +369.5% | +349.4% |
| All | +608.1% | +11.5% | +596.6% | +507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling