+74.7%
PBR vs MTUM
+21.2%
+53.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | +22.9% | -2.4% | +25.3% | +22.9% |
| 3M | +19.6% | -3.6% | +23.3% | +19.7% |
| 6M | +16.5% | +23.7% | -7.2% | +16.6% |
| YTD | +86.7% | +22.9% | +63.7% | +87.1% |
| 1Y | +74.7% | +21.8% | +53.0% | +77.3% |
| All | +74.7% | +21.2% | +53.5% | +77.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling