+2,136.2%
DXCM vs MTUM
+608.1%
+1,528.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.3% | -5.1% | -4.9% |
| 7D | -6.2% | +4.1% | -10.3% | -9.6% |
| 30D | -0.3% | -0.2% | -0.1% | -0.5% |
| 3M | +10.3% | -1.9% | +12.2% | +8.2% |
| 6M | +24.1% | +28.1% | -4.0% | -7.6% |
| YTD | +27.4% | +23.6% | +3.8% | -2.1% |
| 1Y | +8.4% | +26.1% | -17.8% | -18.9% |
| 3Y | -19.0% | +116.8% | -135.8% | -66.6% |
| 5Y | -38.6% | +80.0% | -118.6% | -68.7% |
| 10Y | +252.9% | +346.4% | -93.5% | -36.8% |
| All | +2,136.2% | +608.1% | +1,528.1% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling