+550.0%
MTUM vs BURL
+1,051.1%
-501.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.3% |
| 7D | +1.7% | -2.8% | +4.5% | +2.2% |
| 30D | -1.7% | -28.2% | +26.5% | +4.7% |
| 3M | -6.3% | -17.6% | +11.2% | -3.2% |
| 6M | +21.8% | -11.8% | +33.6% | +23.8% |
| YTD | +22.0% | -8.1% | +30.2% | +22.9% |
| 1Y | +25.3% | -12.0% | +37.3% | +26.6% |
| 3Y | +112.1% | +63.3% | +48.8% | +85.3% |
| 5Y | +76.2% | -10.8% | +87.0% | +67.9% |
| 10Y | +340.1% | +215.9% | +124.2% | +220.8% |
| All | +550.0% | +1,051.1% | -501.1% | +318.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling