+595.4%
MTUM vs DINO
+278.2%
+317.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +1.2% | +1.5% | -0.2% | +1.0% |
| 30D | -1.7% | +25.9% | -27.6% | -5.1% |
| 3M | -0.5% | +53.2% | -53.6% | -7.0% |
| 6M | +22.3% | +105.5% | -83.1% | +8.9% |
| YTD | +21.4% | +139.2% | -117.9% | +4.9% |
| 1Y | +20.0% | +117.4% | -97.4% | +5.2% |
| 3Y | +113.0% | +99.3% | +13.7% | +85.6% |
| 5Y | +77.3% | +333.0% | -255.7% | +34.5% |
| 10Y | +350.5% | +486.9% | -136.4% | +208.9% |
| All | +595.4% | +278.2% | +317.1% | +398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling