-93.8%
DFNS vs MTUM
+22.8%
-116.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.5% |
| 7D | -3.3% | +1.2% | -4.6% | -3.3% |
| 30D | -73.1% | -1.7% | -71.4% | -73.2% |
| 3M | -71.4% | -0.5% | -70.9% | -70.4% |
| 6M | -93.8% | +22.3% | -116.2% | -94.3% |
| All | -93.8% | +22.8% | -116.6% | -94.3% |
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