+792.8%
MOD vs DECK
+31.2%
+761.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.0% | -27.4% | -24.1% |
| 7D | -31.3% | +10.4% | -41.7% | -35.0% |
| 30D | -46.1% | +11.1% | -57.2% | -49.2% |
| 3M | -51.1% | -10.8% | -40.4% | -49.3% |
| 6M | -62.1% | -8.7% | -53.3% | -61.8% |
| YTD | -26.2% | -14.0% | -12.1% | -23.8% |
| 1Y | -32.6% | +12.0% | -44.6% | -39.2% |
| 3Y | +133.8% | -10.5% | +144.3% | +120.1% |
| 5Y | +792.8% | +28.5% | +764.3% | +545.8% |
| All | +792.8% | +31.2% | +761.5% | +545.8% |
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