+152.4%
DKNG vs MTUM
+171.4%
-18.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.1% | +3.0% |
| 7D | +3.0% | +0.7% | +2.3% | +2.3% |
| 30D | -3.0% | -2.4% | -0.6% | -0.8% |
| 3M | -17.6% | -3.6% | -13.9% | -18.2% |
| 6M | -3.2% | +23.7% | -26.9% | -30.6% |
| YTD | -28.2% | +22.9% | -51.1% | -48.5% |
| 1Y | -46.1% | +21.8% | -67.8% | -61.0% |
| 3Y | -22.2% | +114.4% | -136.6% | -72.2% |
| 5Y | -60.4% | +79.6% | -139.9% | -81.8% |
| All | +152.4% | +171.4% | -18.9% | -14.7% |
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