+148.1%
MTZ vs DECK
-3.0%
+151.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.6% | +1.8% |
| 7D | -1.6% | -2.2% | +0.6% | -1.1% |
| 30D | -11.1% | -13.6% | +2.5% | -8.3% |
| 3M | -36.7% | -21.2% | -15.5% | -33.7% |
| 6M | -21.9% | -21.1% | -0.9% | -18.5% |
| YTD | +9.1% | -17.2% | +26.3% | +11.6% |
| 1Y | +30.0% | -30.7% | +60.7% | +39.2% |
| All | +148.1% | -3.0% | +151.1% | +165.9% |
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 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