+1,106.2%
DELL vs MDB
-24.3%
+1,130.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +8.7% | -4.5% | +13.3% | +9.7% |
| 30D | +16.9% | -14.0% | +30.9% | +19.5% |
| 3M | +40.4% | +5.3% | +35.1% | +36.9% |
| 6M | +267.1% | +31.9% | +235.2% | +239.3% |
| YTD | +329.1% | -14.6% | +343.7% | +329.1% |
| 1Y | +346.9% | +8.2% | +338.7% | +322.9% |
| 3Y | +696.6% | -5.0% | +701.7% | +625.3% |
| 5Y | +1,106.2% | -24.5% | +1,130.7% | +946.9% |
| All | +1,106.2% | -24.3% | +1,130.5% | +946.9% |
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