+114.4%
MTUM vs DINO
+97.6%
+16.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.7% | +2.3% | -1.6% | +0.4% |
| 30D | -2.4% | +22.6% | -25.1% | -4.9% |
| 3M | -3.6% | +55.2% | -58.9% | -8.9% |
| 6M | +23.7% | +93.8% | -70.1% | +12.9% |
| YTD | +22.9% | +139.5% | -116.6% | +7.4% |
| 1Y | +21.8% | +115.3% | -93.5% | +8.4% |
| 3Y | +114.4% | +98.8% | +15.7% | +79.0% |
| All | +114.4% | +97.6% | +16.9% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 3y: compounded portfolio wealth divided by compounded DINO 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…
3y analysis · Full analysis span regression · 6 months rolling