+4,521.4%
DELL vs MTUM
+338.3%
+4,183.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -3.3% |
| 7D | -1.9% | +1.2% | -3.1% | -3.1% |
| 30D | +14.9% | -1.7% | +16.6% | +17.4% |
| 3M | +37.2% | -0.5% | +37.7% | +38.6% |
| 6M | +254.0% | +22.3% | +231.6% | +190.0% |
| YTD | +306.1% | +21.4% | +284.8% | +235.2% |
| 1Y | +312.3% | +20.0% | +292.3% | +245.5% |
| 3Y | +654.0% | +113.0% | +541.1% | +285.1% |
| 5Y | +1,055.3% | +77.3% | +978.1% | +586.0% |
| 10Y | +3,948.9% | +350.5% | +3,598.5% | +914.5% |
| All | +4,521.4% | +338.3% | +4,183.1% | +1,086.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling