+24.3%
DECK vs MTB
+65.0%
-40.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -0.6% |
| 7D | +6.0% | -1.9% | +7.9% | +7.0% |
| 30D | +7.4% | +0.5% | +7.0% | +7.3% |
| 3M | -11.7% | -12.2% | +0.6% | -6.4% |
| 6M | -11.0% | +3.4% | -14.3% | -12.2% |
| YTD | -15.4% | +11.3% | -26.7% | -19.3% |
| 1Y | +7.2% | +23.3% | -16.1% | -2.1% |
| 3Y | -11.8% | +96.8% | -108.6% | -32.9% |
| 5Y | +24.3% | +65.8% | -41.5% | +2.3% |
| All | +24.3% | +65.0% | -40.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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