+79.1%
MTUM vs DGX
+66.8%
+12.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +0.7% | -0.9% | +1.6% | +0.8% |
| 30D | -2.4% | -1.2% | -1.3% | -2.3% |
| 3M | -3.6% | +15.8% | -19.4% | -5.9% |
| 6M | +23.7% | +18.2% | +5.5% | +20.1% |
| YTD | +22.9% | +37.2% | -14.3% | +15.5% |
| 1Y | +21.8% | +30.4% | -8.6% | +15.5% |
| 3Y | +114.4% | +96.7% | +17.7% | +80.4% |
| All | +79.1% | +66.8% | +12.4% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling