+349.5%
MTUM vs DG
+101.8%
+247.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +0.7% | -6.5% | +7.2% | +1.8% |
| 30D | -2.4% | +4.2% | -6.6% | -3.2% |
| 3M | -3.6% | +9.5% | -13.2% | -5.6% |
| 6M | +23.7% | -13.1% | +36.8% | +25.9% |
| YTD | +22.9% | -4.8% | +27.7% | +22.9% |
| 1Y | +21.8% | +20.6% | +1.2% | +15.9% |
| 3Y | +114.4% | +4.9% | +109.5% | +102.0% |
| 5Y | +79.6% | -37.9% | +117.4% | +95.3% |
| All | +349.5% | +101.8% | +247.7% | +262.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling