+404.6%
DHI vs MTUM
+357.8%
+46.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.8% |
| 7D | -3.4% | +0.7% | -4.1% | -3.9% |
| 30D | -5.4% | -2.4% | -3.0% | -3.9% |
| 3M | -10.4% | -3.6% | -6.8% | -9.7% |
| 6M | -2.8% | +23.7% | -26.4% | -19.8% |
| YTD | -3.4% | +22.9% | -26.3% | -20.5% |
| 1Y | -22.9% | +21.8% | -44.7% | -36.4% |
| 3Y | +20.7% | +114.4% | -93.8% | -41.7% |
| 5Y | +62.1% | +79.6% | -17.4% | -8.2% |
| All | +404.6% | +357.8% | +46.8% | +20.3% |
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 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