+177.3%
MCD vs DECK
+718.3%
-541.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -2.8% | -2.2% | -0.6% | -2.5% |
| 30D | -6.0% | -13.6% | +7.6% | -4.2% |
| 3M | -5.6% | -21.2% | +15.7% | -2.6% |
| 6M | -21.9% | -21.1% | -0.8% | -19.6% |
| YTD | -14.7% | -17.2% | +2.5% | -13.1% |
| 1Y | -17.3% | -30.7% | +13.5% | -14.0% |
| 3Y | -2.2% | -3.4% | +1.2% | -8.7% |
| 5Y | +20.3% | +25.5% | -5.3% | +3.7% |
| All | +177.3% | +718.3% | -541.0% | +80.8% |
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