+70.5%
DOCN vs MTUM
+68.8%
+1.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | -0.5% |
| 7D | -19.2% | -10.2% | -8.9% | -2.9% |
| 30D | -43.1% | -20.9% | -22.2% | -14.6% |
| 3M | -40.7% | -17.1% | -23.6% | -16.5% |
| 6M | -55.0% | -14.5% | -40.5% | -40.0% |
| YTD | +50.6% | +2.3% | +48.3% | +51.5% |
| 1Y | +54.0% | +4.0% | +50.0% | +51.2% |
| 3Y | +203.9% | +80.7% | +123.2% | +19.0% |
| 5Y | -29.4% | +40.1% | -69.4% | -54.0% |
| All | +70.5% | +68.8% | +1.7% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling