+633.1%
DELL vs MDB
-39.7%
+672.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.8% | +9.9% | +11.3% |
| 7D | +0.4% | +3.0% | -2.6% | 0.0% |
| 30D | -35.1% | -11.3% | -23.8% | -33.1% |
| 3M | -15.1% | -23.0% | +7.9% | -11.2% |
| 6M | +51.7% | +14.8% | +37.0% | +44.7% |
| YTD | +200.0% | -19.4% | +219.4% | +203.2% |
| 1Y | +172.1% | -9.0% | +181.1% | +166.7% |
| 3Y | +431.2% | -10.3% | +441.5% | +389.0% |
| 5Y | +633.1% | -38.4% | +671.5% | +540.5% |
| All | +633.1% | -39.7% | +672.8% | +540.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling