+377.0%
DELL vs M
+100.8%
+276.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.6% | +8.3% | +4.6% |
| 7D | -22.6% | -4.3% | -18.3% | -21.9% |
| 30D | -43.2% | +1.3% | -44.4% | -43.5% |
| 3M | -24.8% | -7.4% | -17.5% | -24.0% |
| 6M | +38.0% | +18.3% | +19.7% | +31.2% |
| YTD | +163.7% | +7.6% | +156.2% | +154.9% |
| 1Y | +122.5% | +17.4% | +105.2% | +110.1% |
| 3Y | +377.0% | +108.4% | +268.6% | +311.3% |
| All | +377.0% | +100.8% | +276.1% | +311.3% |
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