-38.0%
DOCS vs MTUM
+65.7%
-103.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -2.5% |
| 7D | 0.0% | -2.8% | +2.8% | +1.7% |
| 30D | +7.8% | -16.4% | +24.2% | +22.6% |
| 3M | +20.0% | -13.4% | +33.3% | +31.7% |
| 6M | +26.5% | -11.1% | +37.6% | +28.6% |
| YTD | -25.8% | +7.3% | -33.1% | -39.4% |
| 1Y | -39.5% | +8.5% | -48.0% | -51.4% |
| 3Y | +60.3% | +89.5% | -29.2% | -36.8% |
| 5Y | -57.0% | +48.7% | -105.8% | -75.3% |
| All | -38.0% | +65.7% | -103.7% | -67.4% |
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 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