+88.8%
MTUM vs BURL
+87.4%
+1.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.4% |
| 7D | +6.6% | -1.6% | +8.2% | +6.9% |
| 30D | -10.8% | -7.7% | -3.1% | -9.6% |
| 3M | -13.8% | -31.7% | +17.9% | -8.2% |
| 6M | -10.7% | -15.2% | +4.5% | -9.1% |
| YTD | +9.1% | -15.9% | +25.0% | +11.0% |
| 1Y | +11.4% | -14.2% | +25.6% | +12.5% |
| 3Y | +88.8% | +93.5% | -4.7% | +82.5% |
| All | +88.8% | +87.4% | +1.4% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 3y: compounded portfolio wealth divided by compounded BURL 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…
3y analysis · Full analysis span regression · 6 months rolling