+11.4%
MTUM vs DECK
+3.6%
+7.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.1% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | -10.8% | +4.8% | -15.6% | -10.9% |
| 3M | -13.8% | -6.9% | -6.8% | -13.6% |
| 6M | -10.7% | -7.6% | -3.1% | -11.1% |
| YTD | +9.1% | -16.3% | +25.3% | +9.9% |
| 1Y | +11.4% | +4.5% | +6.9% | +11.4% |
| All | +11.4% | +3.6% | +7.8% | +11.4% |
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