+14,131.4%
MTZ vs DECK
+7,820.9%
+6,310.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.6% | +1.8% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -11.1% | -13.6% | +2.5% | -8.8% |
| 3M | -36.7% | -21.2% | -15.5% | -34.3% |
| 6M | -21.9% | -21.1% | -0.9% | -19.2% |
| YTD | +9.1% | -17.2% | +26.3% | +11.3% |
| 1Y | +30.0% | -30.7% | +60.7% | +36.1% |
| 3Y | +138.5% | -3.4% | +141.8% | +130.3% |
| 5Y | +158.3% | +25.5% | +132.8% | +134.4% |
| 10Y | +700.8% | +714.7% | -13.9% | +428.5% |
| All | +14,131.4% | +7,820.9% | +6,310.5% | +5,339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling