+47.2%
MMM vs DECK
+25.8%
+21.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -2.9% |
| 7D | +5.9% | +6.0% | -0.1% | +4.8% |
| 30D | +14.7% | +7.4% | +7.3% | +13.3% |
| 3M | +3.6% | -11.7% | +15.2% | +5.7% |
| 6M | +32.7% | -11.0% | +43.7% | +34.9% |
| YTD | +18.9% | -15.4% | +34.3% | +21.4% |
| 1Y | +16.4% | +7.2% | +9.1% | +13.5% |
| 3Y | +159.8% | -11.8% | +171.6% | +153.0% |
| 5Y | +47.2% | +24.3% | +22.8% | +27.0% |
| All | +47.2% | +25.8% | +21.4% | +27.0% |
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