+35.7%
MCO vs DECK
+20.9%
+14.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +9.8% | +4.8% | +5.0% | +8.6% |
| 3M | +4.3% | -6.9% | +11.2% | +5.8% |
| 6M | +16.5% | -7.6% | +24.0% | +18.0% |
| YTD | +0.1% | -16.3% | +16.4% | +2.8% |
| 1Y | +4.4% | +4.5% | 0.0% | +1.7% |
| 3Y | +51.6% | -17.1% | +68.7% | +42.3% |
| All | +35.7% | +20.9% | +14.9% | +9.1% |
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 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