-22.5%
DIS vs MTUM
+51.4%
-73.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.6% |
| 7D | +1.9% | +6.6% | -4.7% | -1.3% |
| 30D | +9.2% | -10.8% | +20.0% | +14.9% |
| 3M | +13.5% | -13.8% | +27.3% | +21.1% |
| 6M | +14.3% | -10.7% | +25.0% | +16.3% |
| YTD | +5.4% | +9.1% | -3.7% | -7.5% |
| 1Y | +12.2% | +11.4% | +0.8% | -3.2% |
| 3Y | +37.2% | +88.8% | -51.6% | -24.5% |
| All | -22.5% | +51.4% | -73.9% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling