-9.5%
DASH vs MTUM
+81.9%
-91.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +1.4% |
| 7D | -4.5% | +6.6% | -11.2% | -10.9% |
| 30D | -6.8% | -10.8% | +4.0% | +3.2% |
| 3M | -20.7% | -13.8% | -6.9% | -9.6% |
| 6M | +15.1% | -10.7% | +25.7% | +19.0% |
| YTD | -24.3% | +9.1% | -33.3% | -41.0% |
| 1Y | -12.1% | +11.4% | -23.5% | -33.6% |
| 3Y | +91.1% | +88.8% | +2.2% | -35.3% |
| 5Y | -30.3% | +51.7% | -82.0% | -66.3% |
| All | -9.5% | +81.9% | -91.4% | -69.3% |
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