+84.2%
DOCN vs MTUM
+77.1%
+7.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.9% | +3.2% | +0.1% |
| 7D | -12.8% | -2.8% | -10.0% | -7.7% |
| 30D | -41.9% | -16.4% | -25.5% | -20.3% |
| 3M | -36.9% | -13.4% | -23.6% | -17.3% |
| 6M | -52.2% | -11.1% | -41.1% | -40.4% |
| YTD | +62.7% | +7.3% | +55.4% | +51.6% |
| 1Y | +58.2% | +8.5% | +49.7% | +45.1% |
| 3Y | +219.5% | +89.5% | +129.9% | +15.9% |
| 5Y | -32.9% | +48.7% | -81.6% | -60.0% |
| All | +84.2% | +77.1% | +7.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling