+24.2%
MCD vs DECK
+31.2%
-7.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.0% | +0.6% | +6.1% |
| 7D | +11.9% | +10.4% | +1.5% | +11.0% |
| 30D | +20.2% | +11.1% | +9.1% | +19.3% |
| 3M | +5.2% | -10.8% | +15.9% | +5.9% |
| 6M | 0.0% | -8.7% | +8.8% | +0.5% |
| YTD | -6.5% | -14.0% | +7.5% | -5.9% |
| 1Y | -3.9% | +12.0% | -16.0% | -4.9% |
| 3Y | +12.5% | -10.5% | +22.9% | +8.0% |
| 5Y | +24.2% | +28.5% | -4.3% | +10.4% |
| All | +24.2% | +31.2% | -7.0% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling