+114.4%
MTUM vs DKS
+29.1%
+85.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +0.7% | -3.0% | +3.7% | +1.2% |
| 30D | -2.4% | -33.4% | +30.9% | +3.4% |
| 3M | -3.6% | -39.4% | +35.7% | +3.8% |
| 6M | +23.7% | -30.1% | +53.8% | +28.7% |
| YTD | +22.9% | -31.0% | +53.9% | +28.0% |
| 1Y | +21.8% | -40.2% | +61.9% | +30.4% |
| 3Y | +114.4% | +30.9% | +83.5% | +94.5% |
| All | +114.4% | +29.1% | +85.3% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 3y: compounded portfolio wealth divided by compounded DKS 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…
3y analysis · Full analysis span regression · 6 months rolling