+24.0%
PBR vs MTUM
+22.8%
+1.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +1.9% |
| 7D | +4.2% | +1.2% | +3.0% | +4.4% |
| 30D | +22.7% | -1.7% | +24.4% | +22.7% |
| 3M | +21.5% | -0.5% | +22.0% | +22.7% |
| 6M | +24.0% | +22.3% | +1.6% | +34.9% |
| All | +24.0% | +22.8% | +1.2% | +34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling