+116.4%
DOCN vs MTUM
+9.7%
+106.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.0% | -5.2% | -3.9% |
| 7D | -20.0% | -10.1% | -9.9% | -4.5% |
| 30D | -38.8% | -15.6% | -23.2% | -18.3% |
| 3M | -34.8% | -12.7% | -22.1% | -16.4% |
| 6M | -22.8% | -3.7% | -19.1% | -14.7% |
| YTD | +74.6% | +9.4% | +65.2% | +60.6% |
| 1Y | +116.4% | +10.2% | +106.2% | +97.0% |
| All | +116.4% | +9.7% | +106.8% | +97.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling