-99.9%
DFNS vs MTUM
+131.6%
-231.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.0% |
| 7D | -6.3% | +0.7% | -7.1% | -6.0% |
| 30D | -74.0% | -2.4% | -71.5% | -74.5% |
| 3M | -70.1% | -3.6% | -66.5% | -70.6% |
| 6M | -93.9% | +23.7% | -117.6% | -93.2% |
| YTD | -98.1% | +22.9% | -121.0% | -97.9% |
| 1Y | -98.3% | +21.8% | -120.1% | -98.1% |
| 3Y | -99.9% | +114.4% | -214.3% | -99.9% |
| 5Y | -99.9% | +79.6% | -179.4% | -99.8% |
| All | -99.9% | +131.6% | -231.4% | -99.8% |
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