+36.0%
DVN vs MTUM
+1.2%
+34.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.2% | +5.4% | -4.1% |
| 7D | -16.2% | -16.1% | -0.1% | -19.0% |
| 30D | -10.7% | -22.8% | +12.1% | -15.5% |
| 3M | +2.5% | -19.1% | +21.6% | -1.7% |
| 6M | -14.8% | -13.7% | -1.0% | -14.0% |
| YTD | +19.3% | +0.4% | +18.8% | +26.6% |
| 1Y | +36.0% | +0.8% | +35.2% | +45.4% |
| All | +36.0% | +1.2% | +34.7% | +45.4% |
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