-2.9%
MDT vs DECK
+23.3%
-26.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.8% |
| 7D | +5.4% | +5.8% | -0.3% | +4.8% |
| 30D | +19.1% | +7.9% | +11.2% | +18.0% |
| 3M | +19.5% | -11.4% | +30.9% | +21.0% |
| 6M | +33.5% | -16.6% | +50.0% | +35.9% |
| YTD | +8.7% | -16.4% | +25.0% | +10.2% |
| 1Y | +16.8% | +8.6% | +8.1% | +15.2% |
| 3Y | +53.0% | -15.1% | +68.1% | +48.4% |
| All | -2.9% | +23.3% | -26.2% | -9.6% |
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