+26.1%
DECK vs MKC
-33.7%
+59.8%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.8% |
| 7D | -2.2% | -5.9% | +3.7% | -1.0% |
| 30D | -13.6% | -0.9% | -12.7% | -13.4% |
| 3M | -21.2% | +12.7% | -34.0% | -22.9% |
| 6M | -21.1% | -19.3% | -1.8% | -18.2% |
| YTD | -17.2% | -22.2% | +4.9% | -13.8% |
| 1Y | -30.7% | -23.3% | -7.4% | -27.7% |
| 3Y | -3.4% | -30.0% | +26.6% | +2.3% |
| All | +26.1% | -33.7% | +59.8% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling