+104.3%
DAL vs MTUM
+307.2%
-202.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +1.4% |
| 7D | -1.1% | +6.6% | -7.7% | -6.5% |
| 30D | +12.8% | -10.8% | +23.7% | +23.3% |
| 3M | -5.3% | -13.8% | +8.5% | +6.6% |
| 6M | +22.4% | -10.7% | +33.0% | +30.3% |
| YTD | +25.6% | +9.1% | +16.5% | +11.0% |
| 1Y | +45.5% | +11.4% | +34.1% | +26.1% |
| 3Y | +161.0% | +88.8% | +72.1% | +42.1% |
| 5Y | +112.2% | +51.7% | +60.5% | +39.2% |
| All | +104.3% | +307.2% | -202.9% | -53.2% |
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 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