-18.2%
MDT vs DECK
+25.5%
-43.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +1.0% |
| 7D | +3.2% | -2.2% | +5.4% | +3.5% |
| 30D | +9.5% | -13.6% | +23.1% | +11.2% |
| 3M | +16.0% | -21.2% | +37.2% | +18.9% |
| 6M | +0.2% | -21.1% | +21.3% | +2.5% |
| YTD | -0.3% | -17.2% | +17.0% | +1.3% |
| 1Y | +4.7% | -30.7% | +35.5% | +7.8% |
| 3Y | +26.5% | -3.4% | +29.9% | +20.9% |
| All | -18.2% | +25.5% | -43.7% | -26.4% |
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