+47.9%
DE vs MTUM
+26.3%
+21.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | +10.0% | +1.7% | +8.3% | +9.6% |
| 30D | +13.3% | -1.7% | +15.0% | +13.8% |
| 3M | +17.5% | -6.3% | +23.8% | +19.7% |
| 6M | +13.6% | +21.8% | -8.3% | +9.1% |
| YTD | +49.8% | +22.0% | +27.7% | +43.4% |
| 1Y | +47.9% | +25.3% | +22.5% | +43.9% |
| All | +47.9% | +26.3% | +21.6% | +43.9% |
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