-50.3%
DOCS vs MTUM
+88.4%
-138.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -4.2% |
| 7D | -1.4% | +1.7% | -3.1% | -2.8% |
| 30D | +21.8% | -1.7% | +23.5% | +23.0% |
| 3M | +27.3% | -6.3% | +33.6% | +29.4% |
| 6M | -0.3% | +21.8% | -22.2% | -24.2% |
| YTD | -40.5% | +22.0% | -62.5% | -55.4% |
| 1Y | -61.5% | +25.3% | -86.9% | -72.2% |
| 3Y | +8.2% | +112.1% | -104.0% | -60.0% |
| 5Y | -73.4% | +76.2% | -149.7% | -86.5% |
| All | -50.3% | +88.4% | -138.7% | -76.0% |
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