+278.4%
MTUM vs DOC
+15.7%
+262.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | -10.2% | +6.5% | -16.7% | -11.8% |
| 30D | -20.9% | +9.2% | -30.1% | -23.0% |
| 3M | -17.1% | -2.5% | -14.6% | -16.7% |
| 6M | -14.5% | +7.1% | -21.6% | -16.7% |
| YTD | +2.3% | +33.0% | -30.7% | -7.2% |
| 1Y | +4.0% | +23.3% | -19.3% | -3.6% |
| 3Y | +80.7% | +44.9% | +35.8% | +56.5% |
| 5Y | +40.1% | -21.6% | +61.7% | +46.1% |
| All | +278.4% | +15.7% | +262.7% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling