-3.3%
MDLN vs DECK
-16.7%
+13.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +23.4% | +5.8% | +17.7% | +22.1% |
| 30D | +11.8% | +7.9% | +3.9% | +10.2% |
| 3M | +14.9% | -11.4% | +26.3% | +17.0% |
| 6M | -5.6% | -16.6% | +10.9% | -3.0% |
| YTD | -5.6% | -16.4% | +10.7% | -2.7% |
| All | -3.3% | -16.7% | +13.4% | +0.1% |
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 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