+14.5%
MDB vs DECK
-30.4%
+44.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.6% | -4.2% |
| 7D | -17.4% | -2.2% | -15.2% | -17.4% |
| 30D | -2.0% | -13.6% | +11.6% | -1.6% |
| 3M | -3.0% | -21.2% | +18.2% | -2.3% |
| 6M | +48.7% | -21.1% | +69.8% | +49.2% |
| YTD | -12.1% | -17.2% | +5.1% | -10.7% |
| 1Y | +14.5% | -30.7% | +45.2% | +16.1% |
| All | +14.5% | -30.4% | +44.9% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling