+114.4%
MTUM vs DRI
+54.5%
+60.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | +0.7% | -3.2% | +3.9% | +1.3% |
| 30D | -2.4% | -7.8% | +5.4% | -1.1% |
| 3M | -3.6% | +0.4% | -4.0% | -3.9% |
| 6M | +23.7% | +4.8% | +18.9% | +22.0% |
| YTD | +22.9% | +16.7% | +6.2% | +17.8% |
| 1Y | +21.8% | +1.5% | +20.3% | +20.7% |
| 3Y | +114.4% | +56.3% | +58.2% | +89.5% |
| All | +114.4% | +54.5% | +60.0% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling