+92.6%
MMM vs DECK
+937.4%
-844.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.0% | +3.6% | +8.4% |
| 7D | +12.2% | +10.4% | +1.9% | +10.3% |
| 30D | +18.8% | +11.1% | +7.8% | +16.5% |
| 3M | +7.4% | -10.8% | +18.1% | +9.5% |
| 6M | +38.3% | -8.7% | +47.1% | +40.0% |
| YTD | +22.9% | -14.0% | +36.9% | +25.0% |
| 1Y | +23.0% | +12.0% | +11.0% | +18.8% |
| 3Y | +168.4% | -10.5% | +178.8% | +160.3% |
| 5Y | +53.0% | +28.5% | +24.5% | +35.0% |
| 10Y | +92.6% | +923.3% | -830.7% | +23.1% |
| All | +92.6% | +937.4% | -844.8% | +23.1% |
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