+754.7%
DHR vs MTUM
+595.4%
+159.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.9% |
| 7D | -5.0% | +1.2% | -6.2% | -5.7% |
| 30D | -3.3% | -1.7% | -1.6% | -2.5% |
| 3M | +9.4% | -0.5% | +9.9% | +7.0% |
| 6M | +3.2% | +22.3% | -19.2% | -13.4% |
| YTD | -12.0% | +21.4% | -33.4% | -26.0% |
| 1Y | +4.9% | +20.0% | -15.1% | -11.4% |
| 3Y | -7.4% | +113.0% | -120.3% | -49.9% |
| 5Y | -29.8% | +77.3% | -107.0% | -56.9% |
| 10Y | +209.1% | +350.5% | -141.4% | -13.2% |
| All | +754.7% | +595.4% | +159.3% | +73.0% |
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 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