+16.8%
MDT vs DECK
+6.6%
+10.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | +5.4% | +5.8% | -0.3% | +4.3% |
| 30D | +19.1% | +7.9% | +11.2% | +17.3% |
| 3M | +19.5% | -11.4% | +30.9% | +21.6% |
| 6M | +33.5% | -16.6% | +50.0% | +36.8% |
| YTD | +8.7% | -16.4% | +25.0% | +11.1% |
| 1Y | +16.8% | +8.6% | +8.1% | +14.3% |
| All | +16.8% | +6.6% | +10.1% | +14.3% |
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