+247.5%
MRK vs DECK
+874.1%
-626.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | -1.9% | +5.8% | -7.6% | -2.3% |
| 30D | +2.8% | +7.9% | -5.1% | +2.1% |
| 3M | +15.0% | -11.4% | +26.4% | +16.0% |
| 6M | +30.9% | -16.6% | +47.5% | +32.6% |
| YTD | +42.3% | -16.4% | +58.6% | +43.7% |
| 1Y | +76.1% | +8.6% | +67.4% | +74.0% |
| 3Y | +54.1% | -15.1% | +69.2% | +50.9% |
| 5Y | +109.5% | +22.9% | +86.6% | +94.8% |
| All | +247.5% | +874.1% | -626.6% | +161.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling