-12.8%
DECK vs MDY
+55.7%
-68.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.2% |
| 7D | +10.4% | +1.7% | +8.7% | +8.2% |
| 30D | +11.1% | +1.2% | +9.9% | +9.6% |
| 3M | -10.8% | -3.5% | -7.3% | -6.8% |
| 6M | -8.7% | +3.5% | -12.3% | -12.6% |
| YTD | -14.0% | +13.6% | -27.6% | -26.7% |
| 1Y | +12.0% | +17.1% | -5.0% | -8.1% |
| All | -12.8% | +55.7% | -68.5% | -39.3% |
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