-17.2%
DASH vs MTUM
+9.7%
-26.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.0% | +10.3% | +8.4% |
| 7D | +17.2% | -10.1% | +27.3% | +18.3% |
| 30D | +3.6% | -15.6% | +19.1% | +5.6% |
| 3M | -1.9% | -12.7% | +10.9% | -0.4% |
| 6M | +15.1% | -3.7% | +18.8% | +7.4% |
| YTD | -12.3% | +9.4% | -21.8% | -25.5% |
| 1Y | -17.2% | +10.2% | -27.5% | -31.4% |
| All | -17.2% | +9.7% | -26.9% | -31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling