+319.7%
MTUM vs DECK
+730.5%
-410.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +1.1% |
| 7D | +10.8% | -3.7% | +14.5% | +11.7% |
| 30D | -11.4% | +0.6% | -12.0% | -11.7% |
| 3M | -11.7% | -7.3% | -4.4% | -10.6% |
| 6M | -8.2% | -10.9% | +2.7% | -6.9% |
| YTD | +11.3% | -18.5% | +29.7% | +14.1% |
| 1Y | +11.0% | +0.2% | +10.9% | +8.3% |
| 3Y | +93.2% | -19.8% | +113.1% | +88.3% |
| 5Y | +54.8% | +18.7% | +36.1% | +31.5% |
| All | +319.7% | +730.5% | -410.8% | +150.6% |
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