-15.1%
DECK vs MKC
-18.6%
+3.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.3% |
| 7D | +5.8% | +2.3% | +3.4% | +5.2% |
| 30D | +7.9% | +8.1% | -0.2% | +5.9% |
| 3M | -11.4% | -6.4% | -5.0% | -9.9% |
| 6M | -16.6% | +1.8% | -18.4% | -16.6% |
| YTD | -16.4% | -26.9% | +10.5% | -11.5% |
| 1Y | +8.6% | -21.7% | +30.4% | +13.5% |
| 3Y | -15.1% | -18.7% | +3.6% | -8.1% |
| All | -15.1% | -18.6% | +3.5% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling