+40.9%
DUK vs MTUM
+78.7%
-37.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | 0.0% |
| 7D | -0.7% | +0.7% | -1.4% | -0.7% |
| 30D | -2.4% | -2.4% | 0.0% | -2.4% |
| 3M | -3.0% | -3.6% | +0.7% | -2.9% |
| 6M | -6.6% | +23.7% | -30.2% | -8.5% |
| YTD | +4.6% | +22.9% | -18.4% | +2.4% |
| 1Y | +1.2% | +21.8% | -20.5% | -0.8% |
| 3Y | +45.7% | +114.4% | -68.8% | +26.4% |
| All | +40.9% | +78.7% | -37.7% | +21.6% |
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 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