+54.4%
MMM vs DECK
+718.3%
-663.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.1% |
| 7D | -3.3% | -2.2% | -1.1% | -2.9% |
| 30D | -7.0% | -13.6% | +6.6% | -4.6% |
| 3M | +10.8% | -21.2% | +32.1% | +15.5% |
| 6M | +5.8% | -21.1% | +26.9% | +10.0% |
| YTD | +6.8% | -17.2% | +24.0% | +9.5% |
| 1Y | +10.4% | -30.7% | +41.1% | +16.4% |
| 3Y | +104.7% | -3.4% | +108.0% | +95.2% |
| 5Y | +23.6% | +25.5% | -2.0% | +9.2% |
| All | +54.4% | +718.3% | -663.9% | +0.5% |
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 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