+203.8%
DHR vs MTUM
+357.8%
-154.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.9% |
| 7D | -3.6% | +0.7% | -4.3% | -4.0% |
| 30D | -2.7% | -2.4% | -0.3% | -1.5% |
| 3M | +10.9% | -3.6% | +14.6% | +11.1% |
| 6M | +3.0% | +23.7% | -20.6% | -13.5% |
| YTD | -12.2% | +22.9% | -35.1% | -26.3% |
| 1Y | +3.3% | +21.8% | -18.5% | -12.9% |
| 3Y | -8.2% | +114.4% | -122.7% | -49.6% |
| 5Y | -29.9% | +79.6% | -109.5% | -56.6% |
| All | +203.8% | +357.8% | -154.0% | -8.2% |
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 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