+604.3%
MTUM vs DGX
+435.6%
+168.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | -2.4% | -1.2% | -1.3% | -2.1% |
| 3M | -3.6% | +15.8% | -19.4% | -8.4% |
| 6M | +23.7% | +18.2% | +5.5% | +16.4% |
| YTD | +22.9% | +37.2% | -14.3% | +9.5% |
| 1Y | +21.8% | +30.4% | -8.6% | +10.1% |
| 3Y | +114.4% | +96.7% | +17.7% | +63.7% |
| 5Y | +79.6% | +67.2% | +12.4% | +43.7% |
| 10Y | +356.2% | +253.9% | +102.3% | +158.4% |
| All | +604.3% | +435.6% | +168.8% | +244.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling