+237.5%
DOCN vs MTUM
+89.8%
+147.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -1.1% |
| 7D | +19.1% | +6.6% | +12.5% | +8.4% |
| 30D | -21.0% | -10.8% | -10.2% | -3.8% |
| 3M | -34.7% | -13.8% | -21.0% | -15.1% |
| 6M | -45.8% | -10.7% | -35.1% | -33.2% |
| YTD | +79.4% | +9.1% | +70.3% | +67.8% |
| 1Y | +91.0% | +11.4% | +79.6% | +73.5% |
| 3Y | +237.5% | +88.8% | +148.6% | +70.2% |
| All | +237.5% | +89.8% | +147.6% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling