+114.4%
MTUM vs BWA
+70.7%
+43.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | -2.4% | -2.9% | +0.5% | -1.8% |
| 3M | -3.6% | -10.7% | +7.1% | -1.2% |
| 6M | +23.7% | +26.5% | -2.8% | +17.8% |
| YTD | +22.9% | +49.1% | -26.2% | +11.9% |
| 1Y | +21.8% | +52.1% | -30.3% | +10.1% |
| 3Y | +114.4% | +72.6% | +41.9% | +76.7% |
| All | +114.4% | +70.7% | +43.7% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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