+470.1%
MTZ vs DECK
+937.4%
-467.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.0% | -21.4% | -17.4% |
| 7D | -7.4% | +10.4% | -17.8% | -10.9% |
| 30D | -23.6% | +11.1% | -34.7% | -26.8% |
| 3M | -38.3% | -10.8% | -27.5% | -36.4% |
| 6M | -60.6% | -8.7% | -51.9% | -60.3% |
| YTD | -22.9% | -14.0% | -8.8% | -21.9% |
| 1Y | -14.3% | +12.0% | -26.3% | -21.8% |
| 3Y | +225.0% | -10.5% | +235.4% | +198.8% |
| 5Y | +87.2% | +28.5% | +58.7% | +40.8% |
| 10Y | +470.1% | +923.3% | -453.2% | +119.9% |
| All | +470.1% | +937.4% | -467.3% | +119.9% |
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