-64.9%
DOCS vs MTUM
+26.6%
-91.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.6% | -7.1% |
| 7D | -7.3% | +4.1% | -11.4% | -6.6% |
| 30D | -10.9% | -0.2% | -10.7% | -10.8% |
| 3M | +20.3% | -1.9% | +22.2% | +19.1% |
| 6M | -3.6% | +28.1% | -31.7% | -7.2% |
| YTD | -44.9% | +23.6% | -68.4% | -46.0% |
| 1Y | -64.9% | +26.1% | -91.0% | -63.8% |
| All | -64.9% | +26.6% | -91.5% | -63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling