+338.8%
MTUM vs DECK
+739.5%
-400.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.5% |
| 7D | +1.7% | -2.2% | +3.9% | +2.2% |
| 30D | -1.7% | -13.6% | +11.9% | +1.4% |
| 3M | -6.3% | -21.2% | +14.9% | -2.0% |
| 6M | +21.8% | -21.1% | +42.9% | +27.1% |
| YTD | +22.0% | -17.2% | +39.3% | +25.1% |
| 1Y | +25.3% | -30.7% | +56.1% | +32.9% |
| 3Y | +112.1% | -3.4% | +115.5% | +97.3% |
| 5Y | +76.2% | +25.5% | +50.7% | +48.0% |
| All | +338.8% | +739.5% | -400.7% | +168.5% |
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