+7,581.3%
MCO vs DECK
+10,739.2%
-3,157.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | -4.2% | -2.2% | -1.9% | -3.9% |
| 30D | +2.2% | -13.6% | +15.8% | +4.0% |
| 3M | +10.1% | -21.2% | +31.4% | +13.3% |
| 6M | +5.3% | -21.1% | +26.3% | +8.0% |
| YTD | -2.7% | -17.2% | +14.5% | -1.0% |
| 1Y | -0.4% | -30.7% | +30.4% | +3.2% |
| 3Y | +49.0% | -3.4% | +52.4% | +45.0% |
| 5Y | +33.6% | +25.5% | +8.1% | +24.5% |
| 10Y | +395.3% | +714.7% | -319.3% | +268.4% |
| All | +7,581.3% | +10,739.2% | -3,157.8% | +4,301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling