-26.2%
DT vs MTUM
+78.7%
-104.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.6% |
| 7D | -1.6% | +0.7% | -2.3% | -2.2% |
| 30D | +3.0% | -2.4% | +5.5% | +4.5% |
| 3M | +26.5% | -3.6% | +30.2% | +26.5% |
| 6M | +35.9% | +23.7% | +12.3% | +6.8% |
| YTD | +17.8% | +22.9% | -5.1% | -7.4% |
| 1Y | +4.1% | +21.8% | -17.7% | -17.8% |
| 3Y | +5.3% | +114.4% | -109.1% | -57.8% |
| All | -26.2% | +78.7% | -104.8% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling