+595.4%
MTUM vs BWA
+150.1%
+445.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -1.7% | -5.5% | +3.8% | -0.2% |
| 3M | -0.5% | -7.6% | +7.1% | +1.6% |
| 6M | +22.3% | +25.0% | -2.6% | +14.9% |
| YTD | +21.4% | +47.0% | -25.6% | +7.7% |
| 1Y | +20.0% | +54.0% | -34.0% | +4.8% |
| 3Y | +113.0% | +70.7% | +42.3% | +76.1% |
| 5Y | +77.3% | +86.7% | -9.4% | +39.6% |
| 10Y | +350.5% | +154.0% | +196.5% | +199.2% |
| All | +595.4% | +150.1% | +445.3% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling