+21.8%
MTUM vs PBF
+184.8%
-163.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | +0.7% | +5.3% | -4.6% | +0.8% |
| 30D | -2.4% | +11.7% | -14.2% | -2.2% |
| 3M | -3.6% | +91.1% | -94.7% | -1.0% |
| 6M | +23.7% | +88.4% | -64.8% | +26.6% |
| YTD | +22.9% | +194.1% | -171.1% | +24.7% |
| 1Y | +21.8% | +180.4% | -158.7% | +24.5% |
| All | +21.8% | +184.8% | -163.0% | +24.5% |
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