+259.1%
MP vs DECK
+172.8%
+86.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.0% | -11.0% | -6.8% |
| 7D | -12.5% | +10.4% | -22.9% | -15.2% |
| 30D | -23.3% | +11.1% | -34.4% | -25.9% |
| 3M | -24.4% | -10.8% | -13.6% | -22.1% |
| 6M | -45.8% | -8.7% | -37.0% | -45.0% |
| YTD | -28.9% | -14.0% | -14.9% | -27.9% |
| 1Y | -34.6% | +12.0% | -46.6% | -39.7% |
| 3Y | +118.7% | -10.5% | +129.2% | +86.0% |
| 5Y | -3.1% | +28.5% | -31.5% | -36.2% |
| All | +259.1% | +172.8% | +86.3% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling