+1,085.7%
DELL vs MP
+58.1%
+1,027.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +14.9% | -2.9% | +17.7% | +15.5% |
| 30D | +13.3% | +13.8% | -0.5% | +10.5% |
| 3M | +24.4% | -16.7% | +41.1% | +27.8% |
| 6M | +258.0% | -11.5% | +269.5% | +261.7% |
| YTD | +320.2% | +7.9% | +312.3% | +308.4% |
| 1Y | +319.1% | -15.0% | +334.1% | +313.7% |
| 3Y | +706.5% | +153.5% | +553.0% | +498.6% |
| All | +1,085.7% | +58.1% | +1,027.6% | +845.6% |
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