+126.0%
DUK vs MTUM
+357.8%
-231.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.3% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -2.4% | -2.4% | 0.0% | -1.9% |
| 3M | -3.0% | -3.6% | +0.7% | -2.7% |
| 6M | -6.6% | +23.7% | -30.2% | -13.6% |
| YTD | +4.6% | +22.9% | -18.4% | -3.4% |
| 1Y | +1.2% | +21.8% | -20.5% | -6.4% |
| 3Y | +45.7% | +114.4% | -68.8% | +5.6% |
| 5Y | +40.3% | +79.6% | -39.3% | +8.3% |
| All | +126.0% | +357.8% | -231.8% | -3.6% |
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