-12.1%
DOW vs MTUM
+199.1%
-211.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.8% |
| 7D | -1.4% | +0.7% | -2.1% | -1.9% |
| 30D | -3.9% | -2.4% | -1.5% | -2.7% |
| 3M | -12.7% | -3.6% | -9.0% | -12.4% |
| 6M | -13.7% | +23.7% | -37.3% | -28.7% |
| YTD | +28.4% | +22.9% | +5.5% | +6.0% |
| 1Y | +21.8% | +21.8% | 0.0% | +1.3% |
| 3Y | -35.7% | +114.4% | -150.2% | -66.4% |
| 5Y | -36.8% | +79.6% | -116.4% | -62.4% |
| All | -12.1% | +199.1% | -211.2% | -66.7% |
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 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