+299.9%
MTUM vs DECK
+870.0%
-570.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -4.1% | +6.8% | -10.9% | -5.5% |
| 30D | -16.6% | +8.3% | -24.9% | -18.2% |
| 3M | -13.0% | -7.9% | -5.1% | -11.8% |
| 6M | -11.3% | -10.6% | -0.7% | -10.0% |
| YTD | +7.1% | -13.4% | +20.5% | +8.4% |
| 1Y | +6.4% | +12.5% | -6.1% | +1.1% |
| 3Y | +85.9% | -14.9% | +100.7% | +78.9% |
| 5Y | +50.0% | +27.5% | +22.5% | +25.6% |
| 10Y | +299.9% | +839.4% | -539.5% | +137.3% |
| All | +299.9% | +870.0% | -570.1% | +137.3% |
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