+39.6%
DOCS vs MTUM
+89.8%
-50.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.2% |
| 7D | +2.6% | +6.6% | -4.1% | 0.0% |
| 30D | +11.4% | -10.8% | +22.2% | +16.3% |
| 3M | +25.4% | -13.8% | +39.2% | +32.3% |
| 6M | +42.5% | -10.7% | +53.2% | +42.8% |
| YTD | -24.7% | +9.1% | -33.8% | -35.8% |
| 1Y | -32.9% | +11.4% | -44.3% | -44.0% |
| 3Y | +39.6% | +88.8% | -49.2% | -16.7% |
| All | +39.6% | +89.8% | -50.2% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling