+15.0%
DE vs MTUM
+22.8%
-7.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.8% |
| 30D | +9.7% | -1.7% | +11.4% | +10.2% |
| 3M | +21.4% | -0.5% | +21.8% | +20.7% |
| 6M | +15.0% | +22.3% | -7.3% | +0.8% |
| All | +15.0% | +22.8% | -7.8% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling