+70.1%
MDT vs DECK
+753.0%
-682.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.9% | +1.4% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +9.2% | +4.8% | +4.3% | +8.3% |
| 3M | +14.5% | -6.9% | +21.4% | +15.6% |
| 6M | +37.3% | -7.6% | +44.9% | +38.6% |
| YTD | +9.8% | -16.3% | +26.1% | +11.9% |
| 1Y | +10.5% | +4.5% | +6.1% | +8.8% |
| 3Y | +57.4% | -17.1% | +74.5% | +53.0% |
| 5Y | +1.2% | +21.9% | -20.7% | -10.7% |
| All | +70.1% | +753.0% | -682.9% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling