+4,404.4%
DELL vs MTUM
+357.8%
+4,046.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +10.6% |
| 7D | +8.2% | +0.7% | +7.5% | +7.7% |
| 30D | +17.1% | -2.4% | +19.5% | +20.6% |
| 3M | +45.2% | -3.6% | +48.8% | +51.7% |
| 6M | +286.8% | +23.7% | +263.1% | +213.6% |
| YTD | +354.8% | +22.9% | +331.9% | +270.7% |
| 1Y | +358.3% | +21.8% | +336.5% | +278.6% |
| 3Y | +724.9% | +114.4% | +610.5% | +317.8% |
| 5Y | +1,193.7% | +79.6% | +1,114.1% | +658.2% |
| All | +4,404.4% | +357.8% | +4,046.6% | +991.7% |
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