-34.5%
MXL vs DECK
+25.8%
-60.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -1.5% | -20.5% | -21.4% |
| 7D | -38.1% | +6.0% | -44.1% | -39.9% |
| 30D | -59.5% | +7.4% | -66.9% | -61.0% |
| 3M | -34.3% | -11.7% | -22.7% | -31.5% |
| 6M | -45.8% | -11.0% | -34.8% | -45.6% |
| YTD | +154.2% | -15.4% | +169.6% | +152.9% |
| 1Y | +192.1% | +7.2% | +184.8% | +152.9% |
| 3Y | +160.0% | -11.8% | +171.9% | +112.1% |
| 5Y | -34.5% | +24.3% | -58.8% | -58.5% |
| All | -34.5% | +25.8% | -60.2% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling