+79.1%
MTUM vs DG
-37.9%
+117.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.7% | -6.5% | +7.2% | +1.1% |
| 30D | -2.4% | +4.2% | -6.6% | -2.7% |
| 3M | -3.6% | +9.5% | -13.2% | -4.4% |
| 6M | +23.7% | -13.1% | +36.8% | +24.6% |
| YTD | +22.9% | -4.8% | +27.7% | +23.0% |
| 1Y | +21.8% | +20.6% | +1.2% | +19.5% |
| 3Y | +114.4% | +4.9% | +109.5% | +111.6% |
| All | +79.1% | -37.9% | +117.0% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling