+0.8%
MTUM vs DGX
+45.7%
-44.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.9% | -8.3% |
| 7D | -16.1% | +0.7% | -16.8% | -15.9% |
| 30D | -22.8% | +11.5% | -34.4% | -21.1% |
| 3M | -19.1% | +8.4% | -27.5% | -17.6% |
| 6M | -13.7% | +34.5% | -48.2% | -8.6% |
| YTD | +0.4% | +49.3% | -48.8% | +7.2% |
| 1Y | +0.8% | +45.3% | -44.5% | +7.2% |
| All | +0.8% | +45.7% | -44.9% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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