+4,177.7%
DELL vs M
-7.1%
+4,184.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +1.0% |
| 7D | +8.7% | -4.1% | +12.8% | +9.5% |
| 30D | +16.9% | -13.6% | +30.5% | +19.8% |
| 3M | +40.4% | -2.3% | +42.7% | +40.4% |
| 6M | +267.1% | +21.9% | +245.2% | +252.9% |
| YTD | +329.1% | -0.6% | +329.7% | +325.7% |
| 1Y | +346.9% | +29.7% | +317.2% | +321.7% |
| 3Y | +696.6% | +107.3% | +589.4% | +572.1% |
| 5Y | +1,106.2% | +20.5% | +1,085.7% | +972.1% |
| 10Y | +4,177.7% | -6.1% | +4,183.8% | +3,226.7% |
| All | +4,177.7% | -7.1% | +4,184.8% | +3,226.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling