+499.9%
DDOG vs MTUM
+176.1%
+323.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.2% | +7.0% | +7.0% |
| 7D | +7.7% | +4.1% | +3.5% | +3.2% |
| 30D | -13.6% | +0.6% | -14.3% | -14.3% |
| 3M | -0.9% | -0.6% | -0.3% | -3.4% |
| 6M | +75.2% | +25.3% | +49.9% | +27.5% |
| YTD | +65.7% | +23.8% | +41.8% | +22.1% |
| 1Y | +60.4% | +25.4% | +35.0% | +16.2% |
| 3Y | +130.7% | +117.3% | +13.4% | -15.0% |
| 5Y | +59.9% | +79.7% | -19.8% | -23.5% |
| All | +499.9% | +176.1% | +323.8% | +66.5% |
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