+4,681.2%
DELL vs MAR
+406.5%
+4,274.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +14.9% | -4.2% | +19.0% | +17.0% |
| 30D | +13.3% | -6.7% | +20.0% | +16.7% |
| 3M | +24.4% | -12.5% | +36.9% | +30.7% |
| 6M | +258.0% | +0.6% | +257.4% | +251.1% |
| YTD | +320.2% | +9.1% | +311.1% | +295.4% |
| 1Y | +319.1% | +26.2% | +292.8% | +265.9% |
| 3Y | +706.5% | +68.2% | +638.4% | +524.0% |
| 5Y | +1,071.9% | +163.9% | +908.0% | +644.2% |
| 10Y | +4,683.5% | +420.6% | +4,262.9% | +2,302.4% |
| All | +4,681.2% | +406.5% | +4,274.8% | +2,335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling