+630.6%
DELL vs MP
-13.5%
+644.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.6% | -1.1% |
| 7D | +17.1% | +11.0% | +6.1% | +14.7% |
| 30D | -35.1% | -11.7% | -23.3% | -33.2% |
| 3M | -23.3% | -30.8% | +7.5% | -17.6% |
| 6M | +55.8% | -42.9% | +98.7% | +72.1% |
| YTD | +198.0% | -25.9% | +223.8% | +211.3% |
| 1Y | +166.6% | -37.3% | +203.9% | +185.6% |
| 3Y | +427.6% | +150.7% | +277.0% | +280.3% |
| 5Y | +630.6% | -19.3% | +649.9% | +548.8% |
| All | +630.6% | -13.5% | +644.2% | +548.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling