+741.1%
DECK vs MLM
+199.9%
+541.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.0% |
| 7D | -2.2% | -2.9% | +0.7% | -0.8% |
| 30D | -13.6% | -6.8% | -6.8% | -10.4% |
| 3M | -21.2% | -11.2% | -10.0% | -16.5% |
| 6M | -21.1% | -21.8% | +0.8% | -10.7% |
| YTD | -17.2% | -17.0% | -0.3% | -9.6% |
| 1Y | -30.7% | -16.4% | -14.4% | -24.9% |
| 3Y | -3.4% | +14.5% | -17.8% | -10.8% |
| 5Y | +25.5% | +41.7% | -16.2% | +3.4% |
| All | +741.1% | +199.9% | +541.2% | +382.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling