+54.1%
MRK vs DECK
-13.4%
+67.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | -1.9% | +5.8% | -7.6% | -2.2% |
| 30D | +2.8% | +7.9% | -5.1% | +2.3% |
| 3M | +15.0% | -11.4% | +26.4% | +15.6% |
| 6M | +30.9% | -16.6% | +47.5% | +32.0% |
| YTD | +42.3% | -16.4% | +58.6% | +43.2% |
| 1Y | +76.1% | +8.6% | +67.4% | +75.6% |
| 3Y | +54.1% | -15.1% | +69.2% | +51.6% |
| All | +54.1% | -13.4% | +67.5% | +51.6% |
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