+79.1%
MTUM vs DINO
+326.7%
-247.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.5% |
| 3M | -3.6% | +55.2% | -58.9% | -10.2% |
| 6M | +23.7% | +93.8% | -70.1% | +10.6% |
| YTD | +22.9% | +139.5% | -116.6% | +5.2% |
| 1Y | +21.8% | +115.3% | -93.5% | +6.1% |
| 3Y | +114.4% | +98.8% | +15.7% | +83.3% |
| All | +79.1% | +326.7% | -247.5% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling