+254.0%
DELL vs MTUM
+22.8%
+231.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -3.0% |
| 7D | -1.9% | +1.2% | -3.1% | -3.2% |
| 30D | +14.9% | -1.7% | +16.6% | +17.7% |
| 3M | +37.2% | -0.5% | +37.7% | +36.5% |
| 6M | +254.0% | +22.3% | +231.6% | +196.0% |
| All | +254.0% | +22.8% | +231.2% | +196.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling