+133.4%
MCHP vs DECK
+870.0%
-736.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -22.6% | +6.8% | -29.3% | -24.6% |
| 30D | -20.1% | +8.3% | -28.5% | -22.9% |
| 3M | -25.4% | -7.9% | -17.6% | -23.3% |
| 6M | -38.4% | -10.6% | -27.9% | -36.5% |
| YTD | -3.7% | -13.4% | +9.7% | -1.7% |
| 1Y | +11.7% | +12.5% | -0.7% | +1.5% |
| 3Y | -16.1% | -14.9% | -1.2% | -20.2% |
| 5Y | -16.9% | +27.5% | -44.4% | -37.5% |
| 10Y | +133.4% | +839.4% | -706.0% | -3.3% |
| All | +133.4% | +870.0% | -736.6% | -3.3% |
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