+608.1%
MTUM vs DAR
+302.3%
+305.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.7% | +0.6% |
| 7D | +4.1% | -0.9% | +5.0% | +4.3% |
| 30D | -0.2% | +13.0% | -13.2% | -3.0% |
| 3M | -1.9% | +15.0% | -16.9% | -5.2% |
| 6M | +28.1% | +26.8% | +1.3% | +20.9% |
| YTD | +23.6% | +86.4% | -62.8% | +7.1% |
| 1Y | +26.1% | +115.1% | -89.0% | +5.3% |
| 3Y | +116.8% | +14.6% | +102.2% | +101.8% |
| 5Y | +80.0% | -8.8% | +88.8% | +72.3% |
| 10Y | +346.4% | +356.5% | -10.1% | +182.7% |
| All | +608.1% | +302.3% | +305.8% | +373.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling