+77.3%
MTUM vs DRI
+63.5%
+13.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | +1.2% | -4.8% | +6.1% | +2.6% |
| 30D | -1.7% | -5.2% | +3.5% | -0.3% |
| 3M | -0.5% | +2.7% | -3.2% | -1.7% |
| 6M | +22.3% | +3.6% | +18.7% | +20.1% |
| YTD | +21.4% | +15.4% | +5.9% | +14.5% |
| 1Y | +20.0% | +1.3% | +18.8% | +18.0% |
| 3Y | +113.0% | +53.1% | +59.8% | +77.6% |
| 5Y | +77.3% | +64.6% | +12.7% | +39.9% |
| All | +77.3% | +63.5% | +13.8% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling