+9,956.6%
MTZ vs DECK
+8,125.5%
+1,831.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.0% | -21.4% | -16.5% |
| 7D | -7.4% | +10.4% | -17.8% | -9.3% |
| 30D | -23.6% | +11.1% | -34.7% | -25.3% |
| 3M | -38.3% | -10.8% | -27.5% | -37.3% |
| 6M | -60.6% | -8.7% | -51.9% | -60.4% |
| YTD | -22.9% | -14.0% | -8.8% | -22.2% |
| 1Y | -14.3% | +12.0% | -26.3% | -17.7% |
| 3Y | +225.0% | -10.5% | +235.4% | +218.2% |
| 5Y | +87.2% | +28.5% | +58.7% | +69.0% |
| 10Y | +470.1% | +923.3% | -453.2% | +262.2% |
| All | +9,956.6% | +8,125.5% | +1,831.1% | +3,703.5% |
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