+79.1%
MTUM vs DD
+56.1%
+23.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | +0.7% | -3.5% | +4.2% | +2.0% |
| 30D | -2.4% | -11.7% | +9.2% | +2.1% |
| 3M | -3.6% | -9.2% | +5.6% | -0.3% |
| 6M | +23.7% | -7.2% | +30.8% | +26.7% |
| YTD | +22.9% | +6.6% | +16.3% | +19.4% |
| 1Y | +21.8% | +32.0% | -10.2% | +8.7% |
| 3Y | +114.4% | +42.1% | +72.3% | +81.0% |
| All | +79.1% | +56.1% | +23.1% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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