-38.7%
DOCS vs MTUM
+58.0%
-96.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -3.4% |
| 7D | -0.8% | -10.2% | +9.5% | +7.1% |
| 30D | +17.4% | -20.9% | +38.3% | +39.2% |
| 3M | +57.4% | -17.1% | +74.4% | +78.7% |
| 6M | +26.5% | -14.5% | +41.0% | +32.0% |
| YTD | -26.6% | +2.3% | -28.9% | -37.8% |
| 1Y | -48.1% | +4.0% | -52.0% | -57.1% |
| 3Y | +52.6% | +80.7% | -28.1% | -37.6% |
| 5Y | -52.1% | +40.1% | -92.1% | -71.1% |
| All | -38.7% | +58.0% | -96.6% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling