+76.9%
MTUM vs PBF
+785.3%
-708.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | +1.2% | +2.3% | -1.1% | +1.1% |
| 30D | -1.7% | +11.6% | -13.2% | -2.6% |
| 3M | -0.5% | +81.7% | -82.2% | -5.3% |
| 6M | +22.3% | +96.4% | -74.1% | +14.8% |
| YTD | +21.4% | +189.5% | -168.1% | +9.0% |
| 1Y | +20.0% | +180.7% | -160.7% | +7.5% |
| 3Y | +113.0% | +56.6% | +56.3% | +95.8% |
| All | +76.9% | +785.3% | -708.4% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling