+212.2%
DOCN vs MTUM
+104.3%
+107.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.4% |
| 7D | +26.5% | +4.1% | +22.4% | +19.0% |
| 30D | +2.3% | +0.6% | +1.6% | +2.3% |
| 3M | -21.2% | -0.6% | -20.5% | -19.6% |
| 6M | +130.6% | +25.3% | +105.3% | +62.2% |
| YTD | +175.7% | +23.8% | +151.9% | +97.8% |
| 1Y | +286.6% | +25.4% | +261.2% | +173.4% |
| 3Y | +394.1% | +117.3% | +276.9% | +40.4% |
| 5Y | +92.1% | +79.7% | +12.4% | -16.8% |
| All | +212.2% | +104.3% | +107.8% | +11.3% |
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