+112.2%
DT vs MTUM
+176.2%
-64.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -0.5% | +4.1% | -4.7% | -4.2% |
| 30D | +0.1% | +0.6% | -0.6% | -1.0% |
| 3M | +24.1% | -0.6% | +24.8% | +20.2% |
| 6M | +30.1% | +25.3% | +4.8% | -3.0% |
| YTD | +16.8% | +23.8% | -7.1% | -12.4% |
| 1Y | -0.1% | +25.4% | -25.5% | -26.6% |
| 3Y | +6.8% | +117.3% | -110.4% | -59.9% |
| 5Y | -28.4% | +79.7% | -108.0% | -65.4% |
| All | +112.2% | +176.2% | -64.1% | -33.7% |
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 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