+609.5%
MTUM vs DD
+226.6%
+382.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +1.1% |
| 7D | +4.1% | -3.8% | +7.9% | +5.5% |
| 30D | +0.6% | -9.2% | +9.9% | +4.1% |
| 3M | -0.6% | -9.0% | +8.4% | +2.5% |
| 6M | +25.3% | -5.0% | +30.3% | +27.2% |
| YTD | +23.8% | +7.4% | +16.4% | +20.1% |
| 1Y | +25.4% | +35.1% | -9.7% | +11.6% |
| 3Y | +117.3% | +43.2% | +74.0% | +85.2% |
| 5Y | +79.7% | +59.6% | +20.0% | +45.0% |
| 10Y | +359.6% | +66.5% | +293.1% | +230.3% |
| All | +609.5% | +226.6% | +382.9% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling