+79.1%
MTUM vs DOV
+14.8%
+64.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +0.7% | -2.0% | +2.7% | +1.7% |
| 30D | -2.4% | -8.9% | +6.5% | +2.2% |
| 3M | -3.6% | -13.3% | +9.6% | +3.3% |
| 6M | +23.7% | -9.7% | +33.3% | +29.7% |
| YTD | +22.9% | -2.5% | +25.4% | +23.7% |
| 1Y | +21.8% | +7.2% | +14.5% | +16.3% |
| 3Y | +114.4% | +39.4% | +75.0% | +77.4% |
| All | +79.1% | +14.8% | +64.3% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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