+1,145.9%
DELL vs MTUM
+78.7%
+1,067.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +10.4% |
| 7D | +8.2% | +0.7% | +7.5% | +7.5% |
| 30D | +17.1% | -2.4% | +19.5% | +21.2% |
| 3M | +45.2% | -3.6% | +48.8% | +52.1% |
| 6M | +286.8% | +23.7% | +263.1% | +198.6% |
| YTD | +354.8% | +22.9% | +331.9% | +252.8% |
| 1Y | +358.3% | +21.8% | +336.5% | +261.2% |
| 3Y | +724.9% | +114.4% | +610.5% | +267.2% |
| All | +1,145.9% | +78.7% | +1,067.3% | +515.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling