+21.8%
MTUM vs DG
+19.2%
+2.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.3% |
| 7D | +0.7% | -6.5% | +7.2% | +0.6% |
| 30D | -2.4% | +4.2% | -6.6% | -2.4% |
| 3M | -3.6% | +9.5% | -13.2% | -4.1% |
| 6M | +23.7% | -13.1% | +36.8% | +25.2% |
| YTD | +22.9% | -4.8% | +27.7% | +23.5% |
| 1Y | +21.8% | +20.6% | +1.2% | +19.2% |
| All | +21.8% | +19.2% | +2.6% | +19.2% |
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