+321.2%
MOD vs DECK
-3.0%
+324.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.8% | +3.7% |
| 7D | +9.6% | -2.2% | +11.8% | +10.5% |
| 30D | 0.0% | -13.6% | +13.6% | +5.6% |
| 3M | -35.4% | -21.2% | -14.1% | -30.0% |
| 6M | -7.3% | -21.1% | +13.8% | +0.2% |
| YTD | +45.8% | -17.2% | +63.0% | +53.7% |
| 1Y | +43.1% | -30.7% | +73.9% | +61.1% |
| All | +321.2% | -3.0% | +324.2% | +401.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling