+1,145.9%
DELL vs MDY
+46.3%
+1,099.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.0% |
| 7D | +8.2% | -1.9% | +10.1% | +10.8% |
| 30D | +17.1% | -4.6% | +21.7% | +24.5% |
| 3M | +45.2% | -1.2% | +46.4% | +48.5% |
| 6M | +286.8% | +9.2% | +277.6% | +255.1% |
| YTD | +354.8% | +13.1% | +341.7% | +302.2% |
| 1Y | +358.3% | +13.0% | +345.3% | +306.3% |
| 3Y | +724.9% | +49.2% | +675.7% | +459.1% |
| All | +1,145.9% | +46.3% | +1,099.7% | +754.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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