+159.0%
MXL vs DECK
+874.1%
-715.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.5% |
| 7D | -27.1% | +5.8% | -32.9% | -29.4% |
| 30D | -54.2% | +7.9% | -62.1% | -56.2% |
| 3M | -29.9% | -11.4% | -18.5% | -26.9% |
| 6M | -39.5% | -16.6% | -22.9% | -37.1% |
| YTD | +182.2% | -16.4% | +198.5% | +182.4% |
| 1Y | +231.8% | +8.6% | +223.2% | +186.8% |
| 3Y | +195.9% | -15.1% | +211.0% | +164.4% |
| 5Y | -27.3% | +22.9% | -50.1% | -49.3% |
| All | +159.0% | +874.1% | -715.1% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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