+50.3%
MTUM vs DECK
+29.0%
+21.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.3% | +0.6% | +4.0% |
| 7D | -2.8% | +6.4% | -9.2% | -4.0% |
| 30D | -16.4% | +9.1% | -25.5% | -18.0% |
| 3M | -13.4% | -7.2% | -6.1% | -12.3% |
| 6M | -11.1% | -9.9% | -1.1% | -10.1% |
| YTD | +7.3% | -12.8% | +20.1% | +8.4% |
| 1Y | +8.5% | +10.6% | -2.1% | +3.6% |
| 3Y | +89.5% | -13.8% | +103.4% | +79.1% |
| All | +50.3% | +29.0% | +21.4% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling