+311.3%
MTUM vs D
+48.0%
+263.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +6.6% | -1.4% | +8.0% | +7.0% |
| 30D | -10.8% | +7.7% | -18.5% | -12.8% |
| 3M | -13.8% | -0.3% | -13.5% | -13.9% |
| 6M | -10.7% | +10.1% | -20.7% | -13.6% |
| YTD | +9.1% | +19.1% | -10.0% | +2.9% |
| 1Y | +11.4% | +15.9% | -4.5% | +5.8% |
| 3Y | +88.8% | +75.0% | +13.8% | +53.9% |
| 5Y | +51.7% | +13.4% | +38.3% | +43.2% |
| All | +311.3% | +48.0% | +263.3% | +256.1% |
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