+57.9%
DLR vs MTUM
+114.7%
-56.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.3% |
| 30D | -4.3% | -2.4% | -1.9% | -3.0% |
| 3M | +3.8% | -3.6% | +7.5% | +4.6% |
| 6M | +5.8% | +23.7% | -17.8% | -10.4% |
| YTD | +23.5% | +22.9% | +0.6% | +4.7% |
| 1Y | +11.1% | +21.8% | -10.7% | -5.3% |
| 3Y | +57.9% | +114.4% | -56.6% | -12.4% |
| All | +57.9% | +114.7% | -56.8% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling