+724.9%
DELL vs MKC
-31.4%
+756.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.4% | +11.5% | +12.1% |
| 7D | +8.2% | -1.5% | +9.7% | +7.9% |
| 30D | +17.1% | -3.1% | +20.2% | +16.4% |
| 3M | +45.2% | +5.2% | +40.0% | +46.5% |
| 6M | +286.8% | -12.8% | +299.6% | +280.6% |
| YTD | +354.8% | -23.3% | +378.1% | +341.2% |
| 1Y | +358.3% | -24.1% | +382.4% | +345.3% |
| 3Y | +724.9% | -32.1% | +757.0% | +736.4% |
| All | +724.9% | -31.4% | +756.3% | +736.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling