+7,920.5%
MCO vs DECK
+10,982.9%
-3,062.5%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -0.9% | -2.3% |
| 7D | +5.4% | +6.0% | -0.6% | +4.7% |
| 30D | +13.9% | +7.4% | +6.5% | +12.9% |
| 3M | +6.7% | -11.7% | +18.4% | +8.3% |
| 6M | +13.9% | -11.0% | +24.8% | +15.3% |
| YTD | +1.6% | -15.4% | +16.9% | +3.0% |
| 1Y | +6.9% | +7.2% | -0.4% | +5.2% |
| 3Y | +59.3% | -11.8% | +71.2% | +57.1% |
| 5Y | +38.9% | +24.3% | +14.6% | +29.8% |
| 10Y | +479.8% | +907.5% | -427.7% | +322.1% |
| All | +7,920.5% | +10,982.9% | -3,062.5% | +4,482.1% |
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 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