+99.3%
DOCN vs MTUM
+11.4%
+88.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.1% |
| 7D | +27.4% | +10.8% | +16.6% | +8.0% |
| 30D | -29.7% | -11.4% | -18.4% | -12.4% |
| 3M | -32.5% | -11.7% | -20.8% | -14.5% |
| 6M | -42.2% | -8.2% | -33.9% | -31.3% |
| YTD | +87.2% | +11.3% | +75.9% | +71.8% |
| All | +99.3% | +11.4% | +88.0% | +77.8% |
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