+1,379.7%
DELL vs MP
+257.7%
+1,122.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.3% | +2.9% |
| 7D | -22.6% | -10.5% | -12.1% | -21.1% |
| 30D | -43.2% | -23.5% | -19.6% | -40.7% |
| 3M | -24.8% | -25.4% | +0.6% | -21.4% |
| 6M | +38.0% | -51.3% | +89.3% | +52.3% |
| YTD | +163.7% | -29.9% | +193.6% | +175.6% |
| 1Y | +122.5% | -31.8% | +154.4% | +132.5% |
| 3Y | +377.0% | +127.0% | +250.0% | +295.0% |
| 5Y | +542.6% | -3.3% | +545.9% | +481.5% |
| All | +1,379.7% | +257.7% | +1,122.0% | +1,261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling