-2.8%
DHI vs MTUM
+23.8%
-26.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -5.4% | -2.4% | -3.0% | -4.9% |
| 3M | -10.4% | -3.6% | -6.8% | -10.4% |
| 6M | -2.8% | +23.7% | -26.4% | -21.0% |
| All | -2.8% | +23.8% | -26.6% | -21.0% |
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