-50.6%
DECK vs MULL
+879.3%
-929.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -34.2% | +32.7% | 0.0% |
| 7D | +6.0% | -53.1% | +59.1% | +9.1% |
| 30D | +7.4% | -64.1% | +71.5% | +11.7% |
| 3M | -11.7% | -54.6% | +42.9% | -9.6% |
| 6M | -11.0% | -38.7% | +27.7% | -16.6% |
| YTD | -15.4% | +144.7% | -160.1% | -34.0% |
| 1Y | +7.2% | +220.3% | -213.0% | -20.5% |
| All | -50.6% | +879.3% | -929.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling