+542.7%
PBR vs MTUM
+78.7%
+464.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | +5.4% | +0.7% | +4.7% | +5.1% |
| 30D | +22.9% | -2.4% | +25.3% | +23.9% |
| 3M | +19.6% | -3.6% | +23.3% | +20.3% |
| 6M | +16.5% | +23.7% | -7.2% | +3.5% |
| YTD | +86.7% | +22.9% | +63.7% | +66.0% |
| 1Y | +74.7% | +21.8% | +53.0% | +55.8% |
| 3Y | +102.6% | +114.4% | -11.9% | +26.6% |
| All | +542.7% | +78.7% | +464.0% | +343.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling