+11.7%
DASH vs MTUM
+103.5%
-91.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.8% | -6.4% | -6.6% |
| 7D | -10.6% | +1.7% | -12.3% | -12.3% |
| 30D | +2.2% | -1.7% | +3.8% | +3.4% |
| 3M | +32.3% | -6.3% | +38.6% | +36.1% |
| 6M | +19.1% | +21.8% | -2.7% | -15.3% |
| YTD | -6.5% | +22.0% | -28.5% | -33.9% |
| 1Y | -14.9% | +25.3% | -40.2% | -41.9% |
| 3Y | +151.9% | +112.1% | +39.8% | -22.7% |
| 5Y | +9.4% | +76.2% | -66.8% | -54.4% |
| All | +11.7% | +103.5% | -91.8% | -65.6% |
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