+79.1%
MTUM vs DKS
+14.7%
+64.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | +0.7% | -2.0% | +2.8% | +1.1% |
| 30D | -2.4% | -32.7% | +30.3% | +3.7% |
| 3M | -3.6% | -38.8% | +35.1% | +4.1% |
| 6M | +23.7% | -29.4% | +53.1% | +29.2% |
| YTD | +22.9% | -30.3% | +53.2% | +28.5% |
| 1Y | +21.8% | -39.6% | +61.4% | +30.8% |
| 3Y | +114.4% | +32.2% | +82.3% | +90.3% |
| All | +79.1% | +14.7% | +64.4% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling