+599.3%
MTUM vs DECK
+785.4%
-186.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | -6.3% | -21.2% | +14.9% | -2.3% |
| 6M | +21.8% | -21.1% | +42.9% | +26.7% |
| YTD | +22.0% | -17.2% | +39.3% | +24.9% |
| 1Y | +25.3% | -30.7% | +56.1% | +32.2% |
| 3Y | +112.1% | -3.4% | +115.5% | +99.9% |
| 5Y | +76.2% | +25.5% | +50.7% | +52.2% |
| 10Y | +340.1% | +714.7% | -374.5% | +170.9% |
| All | +599.3% | +785.4% | -186.1% | +318.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling