+319.1%
DELL vs MKC
-23.4%
+342.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.3% |
| 7D | +14.9% | -5.9% | +20.8% | +13.3% |
| 30D | +13.3% | -0.9% | +14.2% | +13.0% |
| 3M | +24.4% | +12.7% | +11.7% | +26.8% |
| 6M | +258.0% | -19.3% | +277.3% | +245.7% |
| YTD | +320.2% | -22.2% | +342.3% | +303.4% |
| 1Y | +319.1% | -23.3% | +342.4% | +308.3% |
| All | +319.1% | -23.4% | +342.5% | +308.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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