+29.2%
DOW vs MTUM
+26.3%
+2.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -2.9% |
| 7D | -2.4% | +1.7% | -4.1% | -2.2% |
| 30D | +0.4% | -1.7% | +2.0% | +0.3% |
| 3M | -14.4% | -6.3% | -8.1% | -14.2% |
| 6M | -7.0% | +21.8% | -28.8% | -7.0% |
| YTD | +30.2% | +22.0% | +8.2% | +27.6% |
| 1Y | +29.2% | +25.3% | +3.9% | +34.2% |
| All | +29.2% | +26.3% | +2.9% | +34.2% |
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