+37.5%
MTUM vs DOC
-22.1%
+59.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -8.0% | -8.2% |
| 7D | -16.1% | +6.2% | -22.3% | -17.2% |
| 30D | -22.8% | +6.5% | -29.3% | -24.0% |
| 3M | -19.1% | -6.2% | -12.8% | -18.0% |
| 6M | -13.7% | +25.6% | -39.3% | -19.3% |
| YTD | +0.4% | +32.1% | -31.6% | -7.6% |
| 1Y | +0.8% | +20.3% | -19.5% | -5.0% |
| 3Y | +78.3% | +42.7% | +35.6% | +57.3% |
| 5Y | +37.5% | -22.2% | +59.7% | +55.5% |
| All | +37.5% | -22.1% | +59.6% | +55.5% |
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