+609.5%
MTUM vs PBF
+288.9%
+320.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +4.1% | +1.4% | +2.8% | +4.0% |
| 30D | +0.6% | +15.8% | -15.2% | -0.9% |
| 3M | -0.6% | +90.3% | -90.9% | -7.1% |
| 6M | +25.3% | +102.8% | -77.5% | +15.6% |
| YTD | +23.8% | +187.3% | -163.5% | +9.5% |
| 1Y | +25.4% | +161.8% | -136.5% | +11.3% |
| 3Y | +117.3% | +55.5% | +61.8% | +98.4% |
| 5Y | +79.7% | +801.9% | -722.2% | +31.4% |
| 10Y | +359.6% | +362.2% | -2.6% | +218.0% |
| All | +609.5% | +288.9% | +320.6% | +380.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling