+229.6%
MRK vs DECK
+938.4%
-708.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +1.0% |
| 7D | +0.3% | +6.4% | -6.1% | -0.3% |
| 30D | +2.2% | +9.1% | -6.9% | +1.4% |
| 3M | +16.4% | -7.2% | +23.6% | +17.0% |
| 6M | +35.3% | -9.9% | +45.3% | +36.2% |
| YTD | +44.2% | -12.8% | +57.0% | +45.1% |
| 1Y | +77.5% | +10.6% | +66.9% | +75.1% |
| 3Y | +59.2% | -13.8% | +73.0% | +55.8% |
| 5Y | +109.6% | +27.6% | +81.9% | +94.5% |
| 10Y | +229.6% | +887.0% | -657.4% | +150.9% |
| All | +229.6% | +938.4% | -708.8% | +150.9% |
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