+449.0%
MTZ vs DECK
+885.7%
-436.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.6% | -4.6% |
| 7D | -10.6% | +6.0% | -16.6% | -12.8% |
| 30D | -30.4% | +7.4% | -37.8% | -32.5% |
| 3M | -40.4% | -11.7% | -28.8% | -38.4% |
| 6M | -63.7% | -11.0% | -52.7% | -63.1% |
| YTD | -26.9% | -15.4% | -11.5% | -25.5% |
| 1Y | -20.2% | +7.2% | -27.4% | -26.0% |
| 3Y | +208.1% | -11.8% | +220.0% | +184.9% |
| 5Y | +69.4% | +24.3% | +45.0% | +29.0% |
| All | +449.0% | +885.7% | -436.6% | +113.7% |
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