+99.2%
DIS vs MTUM
+599.3%
-500.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.9% |
| 7D | -2.6% | +1.7% | -4.3% | -3.7% |
| 30D | +3.5% | -1.7% | +5.1% | +4.3% |
| 3M | +6.8% | -6.3% | +13.2% | +8.8% |
| 6M | +3.0% | +21.8% | -18.9% | -13.6% |
| YTD | -6.7% | +22.0% | -28.8% | -22.2% |
| 1Y | -10.1% | +25.3% | -35.4% | -26.7% |
| 3Y | +33.0% | +112.1% | -79.1% | -28.1% |
| 5Y | -40.0% | +76.2% | -116.2% | -62.9% |
| 10Y | +21.1% | +340.1% | -319.1% | -65.6% |
| All | +99.2% | +599.3% | -500.2% | -63.9% |
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 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