+76.2%
MTUM vs DOC
-24.5%
+100.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.2% |
| 7D | +1.7% | -1.5% | +3.2% | +2.0% |
| 30D | -1.7% | -4.8% | +3.1% | -0.6% |
| 3M | -6.3% | +6.9% | -13.2% | -8.2% |
| 6M | +21.8% | +20.7% | +1.1% | +15.3% |
| YTD | +22.0% | +34.1% | -12.1% | +12.2% |
| 1Y | +25.3% | +22.6% | +2.7% | +17.7% |
| 3Y | +112.1% | +20.8% | +91.3% | +98.9% |
| All | +76.2% | -24.5% | +100.7% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling