+25.3%
DECK vs MKC
-35.7%
+61.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | -0.8% | -7.0% | +6.2% | +0.8% |
| 30D | +4.9% | +4.1% | +0.8% | +4.0% |
| 3M | -5.8% | -10.3% | +4.5% | -3.6% |
| 6M | -8.6% | +1.7% | -10.3% | -8.6% |
| YTD | -14.7% | -29.1% | +14.3% | -9.5% |
| 1Y | +6.9% | -26.0% | +32.8% | +12.5% |
| 3Y | -16.2% | -21.5% | +5.3% | -13.1% |
| 5Y | +25.3% | -35.0% | +60.3% | +57.5% |
| All | +25.3% | -35.7% | +61.0% | +57.5% |
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