-45.2%
MDB vs DECK
+25.8%
-71.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.5% | -5.7% | -6.4% |
| 7D | -20.9% | +6.0% | -26.9% | -23.5% |
| 30D | -15.6% | +7.4% | -23.0% | -19.2% |
| 3M | -19.1% | -11.7% | -7.4% | -14.3% |
| 6M | +14.2% | -11.0% | +25.2% | +17.7% |
| YTD | -27.4% | -15.4% | -12.1% | -25.0% |
| 1Y | -13.0% | +7.2% | -20.3% | -23.0% |
| 3Y | -11.2% | -11.8% | +0.6% | -33.2% |
| 5Y | -45.2% | +24.3% | -69.5% | -69.9% |
| All | -45.2% | +25.8% | -71.0% | -69.9% |
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