+153.6%
MGY vs DECK
+699.2%
-545.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.3% | -8.5% | -5.3% |
| 7D | -9.5% | +6.4% | -15.9% | -11.0% |
| 30D | -5.9% | +9.1% | -15.0% | -8.3% |
| 3M | -9.0% | -7.2% | -1.7% | -7.9% |
| 6M | -17.4% | -9.9% | -7.4% | -16.6% |
| YTD | +5.6% | -12.8% | +18.3% | +5.5% |
| 1Y | +6.0% | +10.6% | -4.6% | -1.5% |
| 3Y | +15.6% | -13.8% | +29.4% | +6.4% |
| 5Y | +20.2% | +27.6% | -7.4% | -7.1% |
| All | +153.6% | +699.2% | -545.6% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling