+662.0%
PBR vs MTUM
+357.8%
+304.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.8% |
| 7D | +5.4% | +0.7% | +4.7% | +4.7% |
| 30D | +22.9% | -2.4% | +25.3% | +24.8% |
| 3M | +19.6% | -3.6% | +23.3% | +20.5% |
| 6M | +16.5% | +23.7% | -7.2% | -6.5% |
| YTD | +86.7% | +22.9% | +63.7% | +49.8% |
| 1Y | +74.7% | +21.8% | +53.0% | +40.7% |
| 3Y | +102.6% | +114.4% | -11.9% | -8.9% |
| 5Y | +566.6% | +79.6% | +487.0% | +252.0% |
| All | +662.0% | +357.8% | +304.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 10y: compounded portfolio wealth divided by compounded MTUM 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…
10y analysis · Full analysis span regression · 6 months rolling