+851.5%
DE vs MTUM
+357.8%
+493.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.2% |
| 7D | -2.6% | +0.7% | -3.3% | -3.1% |
| 30D | +9.0% | -2.4% | +11.5% | +10.6% |
| 3M | +19.1% | -3.6% | +22.8% | +20.7% |
| 6M | +14.4% | +23.7% | -9.3% | -3.4% |
| YTD | +45.9% | +22.9% | +23.0% | +23.2% |
| 1Y | +43.6% | +21.8% | +21.8% | +21.4% |
| 3Y | +75.9% | +114.4% | -38.6% | -6.4% |
| 5Y | +98.8% | +79.6% | +19.2% | +20.3% |
| All | +851.5% | +357.8% | +493.7% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling