+4,521.4%
DELL vs MKTX
+10.2%
+4,511.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | +14.9% | +0.8% | +14.1% | +14.7% |
| 3M | +37.2% | +41.1% | -3.9% | +28.6% |
| 6M | +254.0% | -9.5% | +263.5% | +257.8% |
| YTD | +306.1% | -8.7% | +314.8% | +310.1% |
| 1Y | +312.3% | -10.0% | +322.2% | +316.3% |
| 3Y | +654.0% | -24.6% | +678.6% | +662.6% |
| 5Y | +1,055.3% | -60.3% | +1,115.6% | +1,221.1% |
| 10Y | +3,948.9% | +5.0% | +3,943.9% | +3,365.0% |
| All | +4,521.4% | +10.2% | +4,511.3% | +4,020.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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