+26.3%
DECK vs MDY
+36.7%
-10.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +5.3% |
| 7D | +10.4% | +1.7% | +8.7% | +8.3% |
| 30D | +11.1% | +1.2% | +9.9% | +9.6% |
| 3M | -10.8% | -3.5% | -7.3% | -6.9% |
| 6M | -8.7% | +3.5% | -12.3% | -12.4% |
| YTD | -14.0% | +13.6% | -27.6% | -26.0% |
| 1Y | +12.0% | +17.1% | -5.0% | -7.0% |
| 3Y | -10.5% | +55.6% | -66.0% | -45.1% |
| All | +26.3% | +36.7% | -10.4% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling