+1,145.9%
DELL vs MAR
+154.9%
+991.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.7% | +10.3% | +11.1% |
| 7D | +8.2% | -0.5% | +8.8% | +8.6% |
| 30D | +17.1% | -5.4% | +22.5% | +20.4% |
| 3M | +45.2% | -15.5% | +60.7% | +56.9% |
| 6M | +286.8% | +3.0% | +283.8% | +270.8% |
| YTD | +354.8% | +8.5% | +346.3% | +319.6% |
| 1Y | +358.3% | +26.0% | +332.3% | +282.2% |
| 3Y | +724.9% | +68.6% | +656.3% | +484.9% |
| All | +1,145.9% | +154.9% | +991.0% | +609.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling