+143.3%
DELL vs M
+36.6%
+106.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +7.6% | -16.4% | -9.5% |
| 7D | -24.6% | +8.3% | -32.8% | -25.2% |
| 30D | -32.5% | +14.2% | -46.7% | -33.7% |
| 3M | -20.2% | -1.1% | -19.1% | -20.6% |
| 6M | +76.5% | +36.6% | +39.9% | +64.6% |
| YTD | +198.9% | +19.8% | +179.1% | +181.4% |
| 1Y | +143.3% | +37.2% | +106.1% | +113.4% |
| All | +143.3% | +36.6% | +106.8% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling