-1.8%
DECK vs MDY
+48.1%
-49.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.4% |
| 7D | -2.2% | +0.1% | -2.4% | -2.4% |
| 30D | -13.6% | -1.5% | -12.1% | -12.1% |
| 3M | -21.2% | +0.8% | -22.0% | -22.2% |
| 6M | -21.1% | +7.4% | -28.5% | -27.4% |
| YTD | -17.2% | +15.2% | -32.4% | -30.1% |
| 1Y | -30.7% | +16.5% | -47.3% | -42.3% |
| All | -1.8% | +48.1% | -49.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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