+21.8%
MTUM vs DAR
+107.8%
-86.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -2.4% | +2.6% | -5.1% | -2.7% |
| 3M | -3.6% | +14.2% | -17.9% | -4.9% |
| 6M | +23.7% | +17.2% | +6.5% | +21.3% |
| YTD | +22.9% | +80.9% | -58.0% | +16.1% |
| 1Y | +21.8% | +104.0% | -82.2% | +14.1% |
| All | +21.8% | +107.8% | -86.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling