+2,884.1%
MRK vs DECK
+7,999.1%
-5,115.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.2% |
| 7D | +0.4% | +6.0% | -5.6% | +0.2% |
| 30D | +3.5% | +7.4% | -3.9% | +3.2% |
| 3M | +15.2% | -11.7% | +26.8% | +15.8% |
| 6M | +31.6% | -11.0% | +42.5% | +32.1% |
| YTD | +42.5% | -15.4% | +57.8% | +43.2% |
| 1Y | +79.2% | +7.2% | +72.0% | +78.2% |
| 3Y | +55.8% | -11.8% | +67.6% | +54.6% |
| 5Y | +109.8% | +24.3% | +85.5% | +103.5% |
| 10Y | +255.3% | +907.5% | -652.3% | +211.7% |
| All | +2,884.1% | +7,999.1% | -5,115.0% | +2,449.9% |
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 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