+163.7%
MXL vs DECK
+753.0%
-589.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -6.7% |
| 7D | +13.4% | +0.1% | +13.3% | +13.3% |
| 30D | -29.2% | +4.8% | -34.1% | -31.3% |
| 3M | -27.2% | -6.9% | -20.3% | -25.8% |
| 6M | -36.4% | -7.6% | -28.8% | -37.2% |
| YTD | +220.0% | -16.3% | +236.3% | +220.0% |
| 1Y | +304.8% | +4.5% | +300.3% | +257.8% |
| 3Y | +238.5% | -17.1% | +255.6% | +206.4% |
| 5Y | -18.8% | +21.9% | -40.7% | -43.3% |
| All | +163.7% | +753.0% | -589.3% | -7.9% |
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