-60.6%
MTZ vs DECK
-10.6%
-50.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.0% | -21.4% | -13.6% |
| 7D | -7.4% | +10.4% | -17.8% | -4.6% |
| 30D | -23.6% | +11.1% | -34.7% | -21.0% |
| 3M | -38.3% | -10.8% | -27.5% | -40.1% |
| 6M | -60.6% | -8.7% | -51.9% | -62.8% |
| All | -60.6% | -10.6% | -50.0% | -62.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling