-27.5%
DOCN vs MTUM
+51.4%
-78.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -0.9% |
| 7D | +19.1% | +6.6% | +12.5% | +7.5% |
| 30D | -21.0% | -10.8% | -10.2% | -2.3% |
| 3M | -34.7% | -13.8% | -21.0% | -13.3% |
| 6M | -45.8% | -10.7% | -35.1% | -32.5% |
| YTD | +79.4% | +9.1% | +70.3% | +62.2% |
| 1Y | +91.0% | +11.4% | +79.6% | +66.8% |
| 3Y | +237.5% | +88.8% | +148.6% | +17.6% |
| All | -27.5% | +51.4% | -78.9% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling