-38.5%
DXCM vs MTUM
+78.7%
-117.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.6% |
| 7D | -5.5% | +0.7% | -6.3% | -6.1% |
| 30D | -8.6% | -2.4% | -6.1% | -7.3% |
| 3M | +10.3% | -3.6% | +14.0% | +10.1% |
| 6M | +25.2% | +23.7% | +1.6% | -1.3% |
| YTD | +25.1% | +22.9% | +2.2% | -1.2% |
| 1Y | +9.2% | +21.8% | -12.5% | -13.4% |
| 3Y | -22.6% | +114.4% | -137.1% | -67.8% |
| All | -38.5% | +78.7% | -117.2% | -68.3% |
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 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