+28.5%
MGY vs DECK
+28.0%
+0.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -6.1% | +6.8% | -12.9% | -7.0% |
| 30D | -3.9% | +8.3% | -12.3% | -5.1% |
| 3M | -11.0% | -7.9% | -3.1% | -10.2% |
| 6M | -15.6% | -10.6% | -5.0% | -15.0% |
| YTD | +7.8% | -13.4% | +21.2% | +8.0% |
| 1Y | +5.8% | +12.5% | -6.6% | +0.5% |
| 3Y | +16.5% | -14.9% | +31.4% | +11.1% |
| 5Y | +28.5% | +27.5% | +1.0% | +24.7% |
| All | +28.5% | +28.0% | +0.4% | +24.7% |
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