+537.7%
MTUM vs D
+99.1%
+438.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | +10.8% | -3.1% | +13.9% | +11.7% |
| 30D | -11.4% | +8.4% | -19.8% | -13.6% |
| 3M | -11.7% | +0.2% | -11.9% | -12.0% |
| 6M | -8.2% | +9.5% | -17.7% | -11.3% |
| YTD | +11.3% | +18.8% | -7.5% | +4.7% |
| 1Y | +11.0% | +14.7% | -3.7% | +5.4% |
| 3Y | +93.2% | +72.9% | +20.3% | +56.8% |
| 5Y | +54.8% | +13.1% | +41.7% | +45.0% |
| 10Y | +316.2% | +47.2% | +269.1% | +244.4% |
| All | +537.7% | +99.1% | +438.6% | +355.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling