+278.4%
MTUM vs DECK
+874.1%
-595.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.1% |
| 7D | -10.2% | +5.8% | -16.0% | -11.4% |
| 30D | -20.9% | +7.9% | -28.8% | -22.3% |
| 3M | -17.1% | -11.4% | -5.7% | -15.2% |
| 6M | -14.5% | -16.6% | +2.1% | -12.0% |
| YTD | +2.3% | -16.4% | +18.7% | +4.3% |
| 1Y | +4.0% | +8.6% | -4.7% | -0.5% |
| 3Y | +80.7% | -15.1% | +95.8% | +73.9% |
| 5Y | +40.1% | +22.9% | +17.2% | +18.2% |
| All | +278.4% | +874.1% | -595.7% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling