+608.1%
MTUM vs DRI
+635.7%
-27.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | +4.1% | -1.2% | +5.3% | +4.4% |
| 30D | -0.2% | -0.4% | +0.2% | -0.2% |
| 3M | -1.9% | +9.5% | -11.4% | -4.6% |
| 6M | +28.1% | +6.5% | +21.6% | +25.3% |
| YTD | +23.6% | +18.4% | +5.2% | +17.3% |
| 1Y | +26.1% | +4.2% | +21.9% | +23.3% |
| 3Y | +116.8% | +57.1% | +59.8% | +88.5% |
| 5Y | +80.0% | +70.4% | +9.6% | +51.6% |
| 10Y | +346.4% | +354.0% | -7.6% | +172.8% |
| All | +608.1% | +635.7% | -27.6% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling