+162.1%
MXL vs DECK
-3.0%
+165.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +4.0% | +5.1% |
| 7D | +1.6% | -2.2% | +3.9% | +2.3% |
| 30D | -7.0% | -13.6% | +6.6% | -3.3% |
| 3M | -33.4% | -21.2% | -12.2% | -29.8% |
| 6M | +260.2% | -21.1% | +281.2% | +277.0% |
| YTD | +260.0% | -17.2% | +277.2% | +263.5% |
| 1Y | +303.5% | -30.7% | +334.2% | +337.0% |
| All | +162.1% | -3.0% | +165.1% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling