+388.0%
DELL vs MAR
+120.6%
+267.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.0% |
| 7D | +4.9% | +1.6% | +3.3% | +4.1% |
| 30D | -32.1% | +13.8% | -45.9% | -36.1% |
| 3M | -30.2% | +20.3% | -50.5% | -36.2% |
| 6M | +41.7% | +21.3% | +20.4% | +25.6% |
| YTD | +176.6% | +37.2% | +139.4% | +122.4% |
| 1Y | +159.9% | +48.4% | +111.5% | +96.4% |
| 3Y | +388.0% | +120.1% | +267.9% | +217.0% |
| All | +388.0% | +120.6% | +267.3% | +217.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling