+945.6%
DE vs MTUM
+604.3%
+341.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| YTD | +45.9% | +22.9% | +23.0% | +23.8% |
| 1Y | +43.6% | +21.8% | +21.8% | +22.0% |
| 3Y | +75.9% | +114.4% | -38.6% | -3.9% |
| 5Y | +98.8% | +79.6% | +19.2% | +22.6% |
| 10Y | +861.4% | +356.2% | +505.2% | +200.3% |
| All | +945.6% | +604.3% | +341.3% | +158.0% |
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