+6.6%
MTUM vs DECK
+9.7%
-3.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.3% | +0.6% | +4.7% |
| 7D | -2.8% | +6.4% | -9.2% | -3.0% |
| 30D | -16.4% | +9.1% | -25.5% | -16.6% |
| 3M | -13.4% | -7.2% | -6.1% | -13.1% |
| 6M | -11.1% | -9.9% | -1.1% | -11.0% |
| YTD | +7.3% | -12.8% | +20.1% | +7.8% |
| All | +6.6% | +9.7% | -3.1% | +5.5% |
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 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