+33.9%
DAL vs MTUM
+26.3%
+7.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +0.7% |
| 7D | +0.1% | +1.7% | -1.6% | -0.9% |
| 30D | -13.9% | -1.7% | -12.3% | -13.1% |
| 3M | +1.1% | -6.3% | +7.4% | +3.5% |
| 6M | +26.2% | +21.8% | +4.4% | -1.6% |
| YTD | +16.4% | +22.0% | -5.6% | -10.0% |
| 1Y | +33.9% | +25.3% | +8.5% | +2.2% |
| All | +33.9% | +26.3% | +7.6% | +2.2% |
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