+79.7%
MTUM vs D
+5.1%
+74.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +4.1% | -0.4% | +4.6% | +4.2% |
| 30D | +0.6% | -2.1% | +2.7% | +0.9% |
| 3M | -0.6% | -0.7% | +0.1% | -0.7% |
| 6M | +25.3% | +5.6% | +19.8% | +24.1% |
| YTD | +23.8% | +14.6% | +9.2% | +21.1% |
| 1Y | +25.4% | +15.3% | +10.0% | +22.3% |
| 3Y | +117.3% | +59.1% | +58.1% | +98.6% |
| 5Y | +79.7% | +3.9% | +75.8% | +82.4% |
| All | +79.7% | +5.1% | +74.6% | +82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling