+377.0%
DELL vs MP
+114.3%
+262.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.3% | +2.8% |
| 7D | -22.6% | -10.5% | -12.1% | -20.9% |
| 30D | -43.2% | -23.5% | -19.6% | -40.4% |
| 3M | -24.8% | -25.4% | +0.6% | -21.0% |
| 6M | +38.0% | -51.3% | +89.3% | +52.9% |
| YTD | +163.7% | -29.9% | +193.6% | +177.4% |
| 1Y | +122.5% | -31.8% | +154.4% | +134.2% |
| 3Y | +377.0% | +127.0% | +250.0% | +298.1% |
| All | +377.0% | +114.3% | +262.6% | +298.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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