+2,935.0%
MRK vs DECK
+7,820.9%
-4,885.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +1.3% | -2.2% | +3.6% | +1.4% |
| 30D | +17.1% | -13.6% | +30.7% | +17.9% |
| 3M | +25.9% | -21.2% | +47.1% | +27.2% |
| 6M | +26.8% | -21.1% | +47.9% | +28.0% |
| YTD | +44.9% | -17.2% | +62.1% | +45.8% |
| 1Y | +84.8% | -30.7% | +115.6% | +87.2% |
| 3Y | +50.1% | -3.4% | +53.5% | +48.3% |
| 5Y | +127.4% | +25.5% | +101.9% | +120.3% |
| 10Y | +240.0% | +714.7% | -474.7% | +200.7% |
| All | +2,935.0% | +7,820.9% | -4,885.9% | +2,496.8% |
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