+135.0%
DAL vs MTUM
+349.9%
-214.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.8% | +4.1% | -3.3% | -2.8% |
| 30D | -11.7% | +0.6% | -12.4% | -12.3% |
| 3M | -2.7% | -0.6% | -2.1% | -3.9% |
| 6M | +30.7% | +25.3% | +5.3% | +3.3% |
| YTD | +14.4% | +23.8% | -9.4% | -8.5% |
| 1Y | +31.2% | +25.4% | +5.8% | +3.8% |
| 3Y | +99.4% | +117.3% | -17.8% | -2.8% |
| 5Y | +98.6% | +79.7% | +18.9% | +13.9% |
| 10Y | +135.0% | +359.6% | -224.6% | -46.3% |
| All | +135.0% | +349.9% | -214.9% | -46.3% |
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 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