+6.4%
MTUM vs DOC
+22.2%
-15.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -4.1% | +4.3% | -8.4% | -4.1% |
| 30D | -16.6% | +9.2% | -25.7% | -16.6% |
| 3M | -13.0% | -0.8% | -12.1% | -12.6% |
| 6M | -11.3% | +7.1% | -18.4% | -12.0% |
| YTD | +7.1% | +34.0% | -26.9% | +3.9% |
| 1Y | +6.4% | +23.2% | -16.8% | +3.5% |
| All | +6.4% | +22.2% | -15.9% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling