-98.3%
DFNS vs MTUM
+26.3%
-124.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.1% |
| 7D | -16.0% | +1.7% | -17.7% | -16.5% |
| 30D | -77.7% | -1.7% | -76.0% | -77.4% |
| 3M | -77.2% | -6.3% | -70.8% | -75.4% |
| 6M | -95.2% | +21.8% | -117.0% | -96.2% |
| YTD | -98.0% | +22.0% | -120.0% | -98.4% |
| 1Y | -98.3% | +25.3% | -123.6% | -98.5% |
| All | -98.3% | +26.3% | -124.6% | -98.5% |
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