+58.4%
MCO vs DECK
-12.4%
+70.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.2% |
| 7D | +5.4% | +6.0% | -0.6% | +4.4% |
| 30D | +13.9% | +7.4% | +6.5% | +12.5% |
| 3M | +6.7% | -11.7% | +18.4% | +8.8% |
| 6M | +13.9% | -11.0% | +24.8% | +15.7% |
| YTD | +1.6% | -15.4% | +16.9% | +3.5% |
| 1Y | +6.9% | +7.2% | -0.4% | +4.7% |
| All | +58.4% | -12.4% | +70.7% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling