+852.0%
MOD vs DECK
+885.7%
-33.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.5% | -5.7% | -6.6% |
| 7D | -34.2% | +6.0% | -40.2% | -36.3% |
| 30D | -51.9% | +7.4% | -59.3% | -53.9% |
| 3M | -53.0% | -11.7% | -41.4% | -51.1% |
| 6M | -66.4% | -11.0% | -55.4% | -65.7% |
| YTD | -31.5% | -15.4% | -16.2% | -29.0% |
| 1Y | -39.6% | +7.2% | -46.8% | -43.8% |
| 3Y | +116.8% | -11.8% | +128.7% | +110.0% |
| 5Y | +713.8% | +24.3% | +689.5% | +548.0% |
| All | +852.0% | +885.7% | -33.7% | +299.1% |
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