+213.4%
MCD vs DECK
+885.7%
-672.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.6% |
| 7D | +8.0% | +6.0% | +2.0% | +7.2% |
| 30D | +19.6% | +7.4% | +12.2% | +18.4% |
| 3M | +2.2% | -11.7% | +13.8% | +3.9% |
| 6M | -1.1% | -11.0% | +9.8% | +0.1% |
| YTD | -7.2% | -15.4% | +8.1% | -5.9% |
| 1Y | -6.7% | +7.2% | -13.9% | -8.5% |
| 3Y | +11.6% | -11.8% | +23.4% | +6.2% |
| 5Y | +22.6% | +24.3% | -1.7% | +6.2% |
| All | +213.4% | +885.7% | -672.3% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling