+337.8%
DLR vs MTUM
+604.3%
-266.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | +3.8% | -3.6% | +7.5% | +5.0% |
| 6M | +5.8% | +23.7% | -17.8% | -9.2% |
| YTD | +23.5% | +22.9% | +0.6% | +6.2% |
| 1Y | +11.1% | +21.8% | -10.7% | -4.0% |
| 3Y | +57.9% | +114.4% | -56.6% | -4.9% |
| 5Y | +44.0% | +79.6% | -35.6% | -4.5% |
| 10Y | +176.0% | +356.2% | -180.3% | -4.9% |
| All | +337.8% | +604.3% | -266.5% | +11.5% |
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