+143.3%
DELL vs MDB
-8.5%
+151.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.1% | -6.7% | -8.4% |
| 7D | -24.6% | -16.5% | -8.1% | -21.6% |
| 30D | -32.5% | -8.6% | -23.9% | -30.8% |
| 3M | -20.2% | -13.6% | -6.6% | -19.2% |
| 6M | +76.5% | +24.1% | +52.4% | +67.4% |
| YTD | +198.9% | -21.8% | +220.7% | +201.4% |
| 1Y | +143.3% | -7.7% | +151.0% | +137.0% |
| All | +143.3% | -8.5% | +151.8% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling