+3,313.5%
DELL vs M
-4.0%
+3,317.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -0.9% | +12.7% | +11.9% |
| 7D | +0.4% | -3.3% | +3.7% | +1.0% |
| 30D | -35.1% | +8.1% | -43.2% | -36.2% |
| 3M | -15.1% | +2.2% | -17.4% | -15.8% |
| 6M | +51.7% | +35.1% | +16.6% | +42.7% |
| YTD | +200.0% | +15.8% | +184.2% | +188.8% |
| 1Y | +172.1% | +25.8% | +146.3% | +157.9% |
| 3Y | +431.2% | +156.2% | +275.0% | +332.0% |
| 5Y | +633.1% | -2.4% | +635.4% | +566.9% |
| 10Y | +2,886.3% | -7.1% | +2,893.5% | +2,193.7% |
| All | +3,313.5% | -4.0% | +3,317.5% | +2,577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling