+116.0%
MTUM vs D
+60.1%
+55.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +4.1% | -0.4% | +4.6% | +4.1% |
| 30D | +0.6% | -2.1% | +2.7% | +0.7% |
| 3M | -0.6% | -0.7% | +0.1% | -0.7% |
| 6M | +25.3% | +5.6% | +19.8% | +24.8% |
| YTD | +23.8% | +14.6% | +9.2% | +22.7% |
| 1Y | +25.4% | +15.3% | +10.0% | +24.2% |
| All | +116.0% | +60.1% | +55.9% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling