+888.8%
DECK vs MKC
+30.3%
+858.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +6.0% | +7.0% | -0.9% | +4.3% |
| 30D | +7.4% | +11.4% | -4.0% | +4.6% |
| 3M | -11.7% | -3.7% | -7.9% | -10.9% |
| 6M | -11.0% | +5.3% | -16.2% | -12.1% |
| YTD | -15.4% | -24.4% | +9.0% | -10.3% |
| 1Y | +7.2% | -19.7% | +26.9% | +12.1% |
| 3Y | -11.8% | -16.3% | +4.4% | -9.8% |
| 5Y | +24.3% | -30.5% | +54.9% | +30.9% |
| All | +888.8% | +30.3% | +858.5% | +929.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling