+164.6%
DOCN vs MTUM
+101.4%
+63.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | -0.1% |
| 7D | +1.1% | +1.7% | -0.6% | -1.5% |
| 30D | -9.6% | -1.7% | -8.0% | -6.5% |
| 3M | -37.7% | -6.3% | -31.3% | -30.6% |
| 6M | +115.2% | +21.8% | +93.4% | +57.8% |
| YTD | +133.7% | +22.0% | +111.7% | +71.2% |
| 1Y | +250.2% | +25.3% | +224.8% | +147.2% |
| 3Y | +320.3% | +112.1% | +208.1% | +24.0% |
| 5Y | +53.1% | +76.2% | -23.1% | -31.9% |
| All | +164.6% | +101.4% | +63.2% | -3.7% |
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