+10.2%
MTUM vs PBF
+120.1%
-109.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -2.1% |
| 7D | -10.1% | -0.9% | -9.2% | -10.1% |
| 30D | -15.6% | -13.7% | -1.8% | -15.7% |
| 3M | -12.7% | +10.6% | -23.4% | -12.3% |
| 6M | -3.7% | +61.2% | -64.9% | -0.6% |
| YTD | +9.4% | +172.7% | -163.3% | +12.1% |
| 1Y | +10.2% | +111.0% | -100.8% | +15.4% |
| All | +10.2% | +120.1% | -109.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling