-15.7%
MCHP vs DECK
+25.8%
-41.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -1.5% | -12.4% | -13.3% |
| 7D | -20.1% | +6.0% | -26.1% | -22.0% |
| 30D | -20.2% | +7.4% | -27.6% | -22.6% |
| 3M | -16.1% | -11.7% | -4.5% | -12.4% |
| 6M | -33.4% | -11.0% | -22.5% | -31.3% |
| YTD | +3.5% | -15.4% | +18.9% | +6.6% |
| 1Y | +9.5% | +7.2% | +2.2% | +1.0% |
| 3Y | -8.5% | -11.8% | +3.3% | -16.9% |
| 5Y | -15.7% | +24.3% | -40.0% | -40.7% |
| All | -15.7% | +25.8% | -41.4% | -40.7% |
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