+456.0%
MCO vs DECK
+730.5%
-274.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | -0.5% |
| 7D | -1.7% | -3.7% | +2.0% | -0.8% |
| 30D | +9.1% | +0.6% | +8.5% | +8.9% |
| 3M | +6.2% | -7.3% | +13.5% | +8.1% |
| 6M | +12.6% | -10.9% | +23.6% | +15.4% |
| YTD | -0.2% | -18.5% | +18.3% | +3.5% |
| 1Y | +4.1% | +0.2% | +3.9% | +2.1% |
| 3Y | +50.6% | -19.8% | +70.5% | +45.6% |
| 5Y | +36.2% | +18.7% | +17.6% | +12.3% |
| All | +456.0% | +730.5% | -274.5% | +202.1% |
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