+637.6%
DHI vs MTUM
+604.3%
+33.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +0.7% |
| 7D | -3.4% | +0.7% | -4.1% | -4.0% |
| 30D | -5.4% | -2.4% | -3.0% | -3.8% |
| 3M | -10.4% | -3.6% | -6.8% | -9.7% |
| 6M | -2.8% | +23.7% | -26.4% | -21.0% |
| YTD | -3.4% | +22.9% | -26.3% | -21.7% |
| 1Y | -22.9% | +21.8% | -44.7% | -37.3% |
| 3Y | +20.7% | +114.4% | -93.8% | -44.5% |
| 5Y | +62.1% | +79.6% | -17.4% | -11.7% |
| 10Y | +410.4% | +356.2% | +54.2% | +0.6% |
| All | +637.6% | +604.3% | +33.2% | -19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling