+7.2%
DECK vs MULL
+253.2%
-246.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -34.2% | +32.7% | -1.9% |
| 7D | +6.0% | -53.1% | +59.1% | +5.3% |
| 30D | +7.4% | -64.1% | +71.5% | +6.5% |
| 3M | -11.7% | -54.6% | +42.9% | -12.2% |
| 6M | -11.0% | -38.7% | +27.7% | -12.5% |
| YTD | -15.4% | +144.7% | -160.1% | -17.5% |
| 1Y | +7.2% | +220.3% | -213.0% | +5.7% |
| All | +7.2% | +253.2% | -246.0% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling