+58.1%
MP vs DECK
+25.5%
+32.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.0% |
| 7D | -2.9% | -2.2% | -0.6% | -2.3% |
| 30D | +13.8% | -13.6% | +27.4% | +17.9% |
| 3M | -16.7% | -21.2% | +4.5% | -12.2% |
| 6M | -11.5% | -21.1% | +9.6% | -7.1% |
| YTD | +7.9% | -17.2% | +25.2% | +10.6% |
| 1Y | -15.0% | -30.7% | +15.7% | -9.2% |
| 3Y | +153.5% | -3.4% | +156.9% | +106.0% |
| All | +58.1% | +25.5% | +32.6% | -3.2% |
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