+694.6%
DELL vs M
+120.4%
+574.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.4% |
| 7D | +25.6% | +2.4% | +23.2% | +25.0% |
| 30D | +17.7% | -11.6% | +29.3% | +20.6% |
| 3M | +33.4% | +1.6% | +31.8% | +32.2% |
| 6M | +266.2% | +25.2% | +241.0% | +246.1% |
| YTD | +328.0% | +3.8% | +324.2% | +319.0% |
| 1Y | +339.6% | +36.3% | +303.2% | +302.2% |
| 3Y | +694.6% | +116.3% | +578.3% | +573.7% |
| All | +694.6% | +120.4% | +574.2% | +573.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling