+319.1%
DELL vs MTUM
+26.3%
+292.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | -0.6% |
| 7D | +14.9% | +1.7% | +13.2% | +12.8% |
| 30D | +13.3% | -1.7% | +14.9% | +15.8% |
| 3M | +24.4% | -6.3% | +30.7% | +32.4% |
| 6M | +258.0% | +21.8% | +236.2% | +188.3% |
| YTD | +320.2% | +22.0% | +298.2% | +235.4% |
| 1Y | +319.1% | +25.3% | +293.7% | +237.9% |
| All | +319.1% | +26.3% | +292.8% | +237.9% |
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