-45.8%
MXL vs DECK
-10.2%
-35.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -1.5% | -20.5% | -23.1% |
| 7D | -38.1% | +6.0% | -44.1% | -35.1% |
| 30D | -59.5% | +7.4% | -66.9% | -56.8% |
| 3M | -34.3% | -11.7% | -22.7% | -40.6% |
| 6M | -45.8% | -11.0% | -34.8% | -49.8% |
| All | -45.8% | -10.2% | -35.5% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling