+38.6%
DVN vs MTUM
+26.3%
+12.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.1% |
| 7D | +1.5% | +1.7% | -0.2% | +1.9% |
| 30D | +14.2% | -1.7% | +15.8% | +13.9% |
| 3M | +5.2% | -6.3% | +11.6% | +4.8% |
| 6M | +11.9% | +21.8% | -10.0% | +20.4% |
| YTD | +32.8% | +22.0% | +10.8% | +41.8% |
| 1Y | +38.6% | +25.3% | +13.2% | +50.3% |
| All | +38.6% | +26.3% | +12.3% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling