+604.3%
MTUM vs DVA
+192.2%
+412.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.7% | -1.3% | +2.0% | +1.0% |
| 30D | -2.4% | 0.0% | -2.5% | -2.5% |
| 3M | -3.6% | -10.9% | +7.3% | -2.2% |
| 6M | +23.7% | +17.3% | +6.4% | +18.2% |
| YTD | +22.9% | +59.8% | -36.9% | +9.2% |
| 1Y | +21.8% | +36.3% | -14.5% | +11.8% |
| 3Y | +114.4% | +88.6% | +25.8% | +77.6% |
| 5Y | +79.6% | +47.5% | +32.0% | +53.9% |
| 10Y | +356.2% | +185.2% | +171.0% | +206.0% |
| All | +604.3% | +192.2% | +412.1% | +382.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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