-0.2%
DASH vs MTUM
+78.8%
-79.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -6.6% |
| 7D | -11.2% | +4.1% | -15.3% | -15.1% |
| 30D | -7.3% | -0.2% | -7.1% | -7.7% |
| 3M | +31.4% | -1.9% | +33.4% | +28.6% |
| 6M | +11.9% | +28.1% | -16.2% | -25.3% |
| YTD | -11.5% | +23.6% | -35.1% | -38.2% |
| 1Y | -20.0% | +26.1% | -46.1% | -45.7% |
| 3Y | +143.9% | +116.8% | +27.1% | -29.3% |
| 5Y | -0.2% | +80.0% | -80.3% | -61.3% |
| All | -0.2% | +78.8% | -79.0% | -61.3% |
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 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