-18.2%
DHI vs MTUM
+26.3%
-44.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -3.0% | -1.5% |
| 7D | -3.1% | +1.7% | -4.9% | -3.4% |
| 30D | -5.5% | -1.7% | -3.8% | -5.2% |
| 3M | -2.2% | -6.3% | +4.1% | -1.3% |
| 6M | -6.0% | +21.8% | -27.8% | -12.5% |
| YTD | 0.0% | +22.0% | -22.0% | -7.1% |
| 1Y | -18.2% | +25.3% | -43.6% | -22.8% |
| All | -18.2% | +26.3% | -44.5% | -22.8% |
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 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