+62.7%
MDT vs DECK
+885.7%
-823.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +8.0% | +6.0% | +1.9% | +7.0% |
| 30D | +20.4% | +7.4% | +12.9% | +19.1% |
| 3M | +22.9% | -11.7% | +34.6% | +25.1% |
| 6M | +37.1% | -11.0% | +48.1% | +39.1% |
| YTD | +11.9% | -15.4% | +27.3% | +13.8% |
| 1Y | +19.8% | +7.2% | +12.6% | +17.5% |
| 3Y | +59.4% | -11.8% | +71.2% | +53.3% |
| 5Y | 0.0% | +24.3% | -24.3% | -11.9% |
| All | +62.7% | +885.7% | -823.0% | +12.8% |
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