+877.2%
DECK vs MUB
+20.5%
+856.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +5.8% | +0.7% | +5.1% | +4.6% |
| 30D | +7.9% | +4.4% | +3.5% | +0.8% |
| 3M | -11.4% | -0.4% | -11.0% | -10.7% |
| 6M | -16.6% | -0.9% | -15.7% | -15.2% |
| YTD | -16.4% | +0.1% | -16.4% | -16.0% |
| 1Y | +8.6% | +0.5% | +8.2% | +8.5% |
| 3Y | -15.1% | +11.7% | -26.8% | -28.0% |
| 5Y | +22.9% | +3.2% | +19.7% | +17.8% |
| All | +877.2% | +20.5% | +856.7% | +982.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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