-11.0%
DECK vs MDY
-1.2%
-9.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | +2.7% |
| 7D | +6.0% | -3.4% | +9.4% | +9.9% |
| 30D | +7.4% | -3.2% | +10.6% | +11.0% |
| 3M | -11.7% | -6.7% | -5.0% | -5.2% |
| 6M | -11.0% | -1.8% | -9.2% | -12.1% |
| All | -11.0% | -1.2% | -9.8% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling