+25.3%
MTUM vs DECK
-30.4%
+55.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.8% |
| 7D | +1.7% | -2.2% | +3.9% | +1.8% |
| 30D | -1.7% | -13.6% | +11.9% | -1.1% |
| 3M | -6.3% | -21.2% | +14.9% | -5.2% |
| 6M | +21.8% | -21.1% | +42.9% | +22.3% |
| YTD | +22.0% | -17.2% | +39.3% | +22.8% |
| 1Y | +25.3% | -30.7% | +56.1% | +23.8% |
| All | +25.3% | -30.4% | +55.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 1y: compounded portfolio wealth divided by compounded DECK 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…
1y analysis · Full analysis span regression · 6 months rolling