-42.2%
DIS vs MTUM
+80.5%
-122.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -3.5% | +4.1% | -7.6% | -5.7% |
| 30D | +1.0% | +0.6% | +0.3% | +0.3% |
| 3M | +5.7% | -0.6% | +6.3% | +3.8% |
| 6M | +3.3% | +25.3% | -22.1% | -14.5% |
| YTD | -7.7% | +23.8% | -31.5% | -23.4% |
| 1Y | -10.0% | +25.4% | -35.3% | -26.1% |
| 3Y | +31.7% | +117.3% | -85.6% | -32.3% |
| 5Y | -42.2% | +79.7% | -121.9% | -66.9% |
| All | -42.2% | +80.5% | -122.7% | -66.9% |
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