+9,261.1%
DECK vs MLM
+2,961.7%
+6,299.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.1% |
| 7D | -2.2% | -2.9% | +0.7% | -1.0% |
| 30D | -13.6% | -6.8% | -6.8% | -10.9% |
| 3M | -21.2% | -11.2% | -10.0% | -17.2% |
| 6M | -21.1% | -21.8% | +0.8% | -12.4% |
| YTD | -17.2% | -17.0% | -0.3% | -10.8% |
| 1Y | -30.7% | -16.4% | -14.4% | -25.7% |
| 3Y | -3.4% | +14.5% | -17.8% | -9.4% |
| 5Y | +25.5% | +41.7% | -16.2% | +7.2% |
| 10Y | +714.7% | +200.0% | +514.6% | +383.8% |
| All | +9,261.1% | +2,961.7% | +6,299.4% | +3,047.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling