+568.2%
DAL vs MTUM
+537.7%
+30.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.4% | -5.4% |
| 7D | +1.4% | +10.8% | -9.4% | -7.8% |
| 30D | +9.1% | -11.4% | +20.5% | +20.6% |
| 3M | -3.5% | -11.7% | +8.2% | +6.9% |
| 6M | +23.4% | -8.2% | +31.6% | +28.6% |
| YTD | +26.0% | +11.3% | +14.8% | +8.6% |
| 1Y | +44.6% | +11.0% | +33.6% | +24.8% |
| 3Y | +162.7% | +93.2% | +69.5% | +34.0% |
| 5Y | +113.0% | +54.8% | +58.2% | +34.2% |
| 10Y | +109.8% | +316.2% | -206.4% | -58.4% |
| All | +568.2% | +537.7% | +30.5% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling