-51.2%
DECK vs MULL
+968.6%
-1,019.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.1% | -10.3% | -1.6% |
| 7D | +5.8% | -42.7% | +48.5% | +7.9% |
| 30D | +7.9% | -63.8% | +71.6% | +12.2% |
| 3M | -11.4% | -49.0% | +37.6% | -9.9% |
| 6M | -16.6% | -38.2% | +21.6% | -21.6% |
| YTD | -16.4% | +167.0% | -183.4% | -35.0% |
| 1Y | +8.6% | +247.7% | -239.1% | -19.8% |
| All | -51.2% | +968.6% | -1,019.7% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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