-49.8%
DECK vs MULL
+1,389.1%
-1,438.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -13.8% | +19.7% | +6.6% |
| 7D | +10.4% | -35.9% | +46.3% | +12.4% |
| 30D | +11.1% | -47.3% | +58.4% | +14.0% |
| 3M | -10.8% | -30.6% | +19.8% | -10.1% |
| 6M | -8.7% | +13.7% | -22.4% | -17.4% |
| YTD | -14.0% | +272.1% | -286.2% | -34.0% |
| 1Y | +12.0% | +475.1% | -463.0% | -20.3% |
| All | -49.8% | +1,389.1% | -1,438.9% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling