+106.3%
DAL vs MTUM
+78.8%
+27.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.7% |
| 7D | +3.4% | +4.1% | -0.7% | -0.5% |
| 30D | -13.6% | -0.2% | -13.4% | -13.5% |
| 3M | +1.2% | -1.9% | +3.1% | +0.8% |
| 6M | +34.5% | +28.1% | +6.4% | -0.2% |
| YTD | +14.7% | +23.6% | -8.9% | -11.6% |
| 1Y | +29.2% | +26.1% | +3.1% | -2.6% |
| 3Y | +100.0% | +116.8% | -16.9% | -14.7% |
| 5Y | +106.3% | +80.0% | +26.3% | +2.8% |
| All | +106.3% | +78.8% | +27.5% | +2.8% |
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