+4,404.4%
DELL vs MAR
+450.9%
+3,953.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.2% |
| 7D | +8.2% | -0.5% | +8.8% | +8.5% |
| 30D | +17.1% | -5.4% | +22.5% | +19.9% |
| 3M | +45.2% | -15.5% | +60.7% | +55.0% |
| 6M | +286.8% | +3.0% | +283.8% | +275.5% |
| YTD | +354.8% | +8.5% | +346.3% | +329.1% |
| 1Y | +358.3% | +26.0% | +332.3% | +300.6% |
| 3Y | +724.9% | +68.6% | +656.3% | +537.6% |
| 5Y | +1,193.7% | +157.4% | +1,036.3% | +729.7% |
| All | +4,404.4% | +450.9% | +3,953.5% | +2,135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling