+0.1%
MDT vs DECK
+27.7%
-27.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.0% | +0.2% | +5.4% |
| 7D | +10.7% | +10.4% | +0.4% | +9.5% |
| 30D | +19.3% | +11.1% | +8.2% | +17.9% |
| 3M | +22.8% | -10.8% | +33.5% | +24.2% |
| 6M | +36.4% | -8.7% | +45.1% | +37.4% |
| YTD | +12.1% | -14.0% | +26.1% | +13.3% |
| 1Y | +19.9% | +12.0% | +7.9% | +17.8% |
| 3Y | +59.6% | -10.5% | +70.0% | +53.7% |
| All | +0.1% | +27.7% | -27.6% | -6.9% |
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