+319.1%
DELL vs MAR
+27.3%
+291.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +14.9% | -4.2% | +19.0% | +14.4% |
| 30D | +13.3% | -6.7% | +20.0% | +12.5% |
| 3M | +24.4% | -12.5% | +36.9% | +23.4% |
| 6M | +258.0% | +0.6% | +257.4% | +246.6% |
| YTD | +320.2% | +9.1% | +311.1% | +300.4% |
| 1Y | +319.1% | +26.2% | +292.8% | +305.2% |
| All | +319.1% | +27.3% | +291.8% | +305.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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