+26.3%
DECK vs MKC
-30.0%
+56.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.4% | +0.5% | +4.8% |
| 7D | +10.4% | +9.6% | +0.8% | +8.2% |
| 30D | +11.1% | +12.0% | -0.9% | +8.4% |
| 3M | -10.8% | -2.0% | -8.8% | -10.4% |
| 6M | -8.7% | +7.2% | -15.9% | -9.9% |
| YTD | -14.0% | -23.7% | +9.7% | -10.2% |
| 1Y | +12.0% | -18.3% | +30.3% | +15.6% |
| 3Y | -10.5% | -15.6% | +5.1% | -8.7% |
| All | +26.3% | -30.0% | +56.3% | +42.4% |
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