+2,418.3%
DELL vs MDB
+1,017.4%
+1,400.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.3% |
| 7D | +14.9% | -17.4% | +32.3% | +18.7% |
| 30D | +13.3% | -2.0% | +15.3% | +12.7% |
| 3M | +24.4% | -3.0% | +27.4% | +23.6% |
| 6M | +258.0% | +48.7% | +209.3% | +223.6% |
| YTD | +320.2% | -12.1% | +332.3% | +318.1% |
| 1Y | +319.1% | +14.5% | +304.6% | +292.9% |
| 3Y | +706.5% | -6.1% | +712.7% | +643.5% |
| 5Y | +1,071.9% | -27.3% | +1,099.2% | +932.9% |
| All | +2,418.3% | +1,017.4% | +1,400.9% | +1,124.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling