+244.7%
MTZ vs DECK
-11.0%
+255.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.0% | -21.4% | -16.7% |
| 7D | -7.4% | +10.4% | -17.8% | -9.7% |
| 30D | -23.6% | +11.1% | -34.7% | -25.7% |
| 3M | -38.3% | -10.8% | -27.5% | -36.9% |
| 6M | -60.6% | -8.7% | -51.9% | -60.4% |
| YTD | -22.9% | -14.0% | -8.8% | -22.0% |
| 1Y | -14.3% | +12.0% | -26.3% | -20.5% |
| All | +244.7% | -11.0% | +255.7% | +232.7% |
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 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