+34.9%
MCO vs DECK
+25.5%
+9.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -4.2% | -2.2% | -1.9% | -3.7% |
| 30D | +2.2% | -13.6% | +15.8% | +5.4% |
| 3M | +10.1% | -21.2% | +31.4% | +15.7% |
| 6M | +5.3% | -21.1% | +26.3% | +10.1% |
| YTD | -2.7% | -17.2% | +14.5% | +0.2% |
| 1Y | -0.4% | -30.7% | +30.4% | +6.2% |
| 3Y | +49.0% | -3.4% | +52.4% | +34.1% |
| All | +34.9% | +25.5% | +9.4% | +2.2% |
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