+595.4%
MTUM vs DKS
+281.9%
+313.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +1.2% | -4.7% | +6.0% | +2.1% |
| 30D | -1.7% | -35.1% | +33.4% | +4.9% |
| 3M | -0.5% | -37.7% | +37.2% | +6.7% |
| 6M | +22.3% | -30.7% | +53.1% | +28.2% |
| YTD | +21.4% | -31.9% | +53.3% | +27.4% |
| 1Y | +20.0% | -40.0% | +60.0% | +28.6% |
| 3Y | +113.0% | +28.4% | +84.5% | +93.6% |
| 5Y | +77.3% | +12.4% | +64.9% | +58.8% |
| 10Y | +350.5% | +197.8% | +152.6% | +209.6% |
| All | +595.4% | +281.9% | +313.5% | +340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling