+604.3%
MTUM vs DTE
+239.1%
+365.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | +0.7% | -2.6% | +3.3% | +1.6% |
| 30D | -2.4% | -4.4% | +2.0% | -1.0% |
| 3M | -3.6% | -8.3% | +4.7% | -1.0% |
| 6M | +23.7% | -8.1% | +31.7% | +26.5% |
| YTD | +22.9% | +4.4% | +18.5% | +20.0% |
| 1Y | +21.8% | +0.2% | +21.6% | +20.6% |
| 3Y | +114.4% | +42.6% | +71.8% | +83.9% |
| 5Y | +79.6% | +31.5% | +48.1% | +57.4% |
| 10Y | +356.2% | +138.2% | +218.0% | +205.5% |
| All | +604.3% | +239.1% | +365.2% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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