+10.2%
MTUM vs DG
+45.3%
-35.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.5% | -10.5% | -1.3% |
| 7D | -10.1% | +12.3% | -22.4% | -9.3% |
| 30D | -15.6% | +19.3% | -34.9% | -14.7% |
| 3M | -12.7% | +11.9% | -24.6% | -12.0% |
| 6M | -3.7% | +25.0% | -28.7% | -3.4% |
| YTD | +9.4% | +8.7% | +0.7% | +11.1% |
| 1Y | +10.2% | +44.7% | -34.5% | +7.6% |
| All | +10.2% | +45.3% | -35.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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