-23.1%
DASH vs MTUM
+26.2%
-49.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -12.8% | +4.1% | -16.9% | -13.5% |
| 30D | -6.0% | +0.6% | -6.7% | -6.3% |
| 3M | +26.7% | -0.6% | +27.3% | +24.6% |
| 6M | +11.7% | +25.3% | -13.7% | -9.3% |
| YTD | -12.9% | +23.8% | -36.7% | -28.4% |
| 1Y | -23.1% | +25.4% | -48.5% | -35.9% |
| All | -23.1% | +26.2% | -49.4% | -35.9% |
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