+475.6%
MTUM vs DECK
+805.3%
-329.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.5% | -6.7% | -7.9% |
| 7D | -16.1% | +6.0% | -22.1% | -17.1% |
| 30D | -22.8% | +7.4% | -30.3% | -24.1% |
| 3M | -19.1% | -11.7% | -7.4% | -17.3% |
| 6M | -13.7% | -11.0% | -2.8% | -12.6% |
| YTD | +0.4% | -15.4% | +15.8% | +2.1% |
| 1Y | +0.8% | +7.2% | -6.5% | -2.8% |
| 3Y | +78.3% | -11.8% | +90.2% | +71.8% |
| 5Y | +37.5% | +24.3% | +13.2% | +19.1% |
| 10Y | +278.9% | +907.5% | -628.6% | +126.1% |
| All | +475.6% | +805.3% | -329.8% | +242.4% |
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 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