+119.1%
DAL vs MTUM
+49.3%
+69.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +10.7% | -4.1% | +14.8% | +14.6% |
| 30D | +12.5% | -16.6% | +29.1% | +32.1% |
| 3M | +3.6% | -13.0% | +16.6% | +16.6% |
| 6M | +26.7% | -11.3% | +38.0% | +35.3% |
| YTD | +34.3% | +7.1% | +27.2% | +16.7% |
| 1Y | +59.1% | +6.4% | +52.8% | +39.1% |
| 3Y | +179.9% | +85.9% | +94.0% | +34.4% |
| 5Y | +119.1% | +50.0% | +69.1% | +26.6% |
| All | +119.1% | +49.3% | +69.8% | +26.6% |
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