+9.3%
MCO vs DECK
+11.2%
-1.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.0% | -1.1% | +3.6% |
| 7D | +10.7% | +10.4% | +0.3% | +8.5% |
| 30D | +17.9% | +11.1% | +6.8% | +15.4% |
| 3M | +9.5% | -10.8% | +20.2% | +11.2% |
| 6M | +18.1% | -8.7% | +26.8% | +19.3% |
| YTD | +4.1% | -14.0% | +18.2% | +6.3% |
| 1Y | +9.3% | +12.0% | -2.7% | +6.0% |
| All | +9.3% | +11.2% | -1.9% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling