+167.0%
MPC vs DECK
-12.4%
+179.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.8% |
| 7D | -12.8% | +6.0% | -18.8% | -13.1% |
| 30D | -12.7% | +7.4% | -20.2% | -13.2% |
| 3M | +27.1% | -11.7% | +38.7% | +28.2% |
| 6M | +45.8% | -11.0% | +56.7% | +46.3% |
| YTD | +134.7% | -15.4% | +150.1% | +134.9% |
| 1Y | +106.0% | +7.2% | +98.8% | +98.0% |
| All | +167.0% | -12.4% | +179.4% | +140.0% |
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