+143.3%
DELL vs MTUM
+9.7%
+133.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.0% | -6.9% | -6.2% |
| 7D | -24.6% | -10.1% | -14.5% | -12.7% |
| 30D | -32.5% | -15.6% | -16.9% | -15.2% |
| 3M | -20.2% | -12.7% | -7.5% | -3.2% |
| 6M | +76.5% | -3.7% | +80.2% | +89.9% |
| YTD | +198.9% | +9.4% | +189.5% | +182.4% |
| 1Y | +143.3% | +10.2% | +133.1% | +130.3% |
| All | +143.3% | +9.7% | +133.6% | +130.3% |
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