+3,790.6%
MDT vs DECK
+7,999.1%
-4,208.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +8.0% | +6.0% | +1.9% | +7.6% |
| 30D | +20.4% | +7.4% | +12.9% | +19.8% |
| 3M | +22.9% | -11.7% | +34.6% | +23.9% |
| 6M | +37.1% | -11.0% | +48.1% | +38.0% |
| YTD | +11.9% | -15.4% | +27.3% | +12.8% |
| 1Y | +19.8% | +7.2% | +12.6% | +18.9% |
| 3Y | +59.4% | -11.8% | +71.2% | +58.0% |
| 5Y | 0.0% | +24.3% | -24.3% | -3.8% |
| 10Y | +66.2% | +907.5% | -841.3% | +40.5% |
| All | +3,790.6% | +7,999.1% | -4,208.4% | +2,792.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling