+349.5%
MTUM vs D
+36.8%
+312.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.6% |
| 7D | +0.7% | -2.2% | +3.0% | +1.3% |
| 30D | -2.4% | -4.5% | +2.0% | -1.2% |
| 3M | -3.6% | -2.5% | -1.1% | -3.1% |
| 6M | +23.7% | +5.5% | +18.1% | +21.1% |
| YTD | +22.9% | +13.3% | +9.6% | +17.8% |
| 1Y | +21.8% | +11.8% | +9.9% | +16.8% |
| 3Y | +114.4% | +56.7% | +57.7% | +80.9% |
| 5Y | +79.6% | +4.3% | +75.3% | +74.1% |
| All | +349.5% | +36.8% | +312.7% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling