+41.7%
DELL vs MAR
+22.2%
+19.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -7.4% |
| 7D | +4.9% | +1.6% | +3.3% | +6.0% |
| 30D | -32.1% | +13.8% | -45.9% | -25.3% |
| 3M | -30.2% | +20.3% | -50.5% | -20.9% |
| 6M | +41.7% | +21.3% | +20.4% | +87.5% |
| All | +41.7% | +22.2% | +19.5% | +87.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling