-17.3%
MCHP vs DECK
+20.9%
-38.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.4% | -1.7% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | -13.4% | +4.8% | -18.3% | -15.2% |
| 3M | -20.1% | -6.9% | -13.2% | -18.3% |
| 6M | -35.5% | -7.6% | -27.9% | -34.5% |
| YTD | -1.6% | -16.3% | +14.7% | +1.8% |
| 1Y | +15.5% | +4.5% | +11.0% | +7.9% |
| 3Y | -13.2% | -17.1% | +3.9% | -18.8% |
| All | -17.3% | +20.9% | -38.2% | -39.5% |
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