-13.7%
MTUM vs DOC
+27.1%
-40.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.2% | -8.0% | -8.2% |
| 7D | -16.1% | +6.2% | -22.3% | -15.8% |
| 30D | -22.8% | +6.5% | -29.3% | -22.5% |
| 3M | -19.1% | -6.2% | -12.8% | -18.6% |
| 6M | -13.7% | +25.6% | -39.3% | -16.8% |
| All | -13.7% | +27.1% | -40.8% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling