+143.3%
DELL vs MPC
+122.9%
+20.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -8.1% | -0.7% | -7.9% |
| 7D | -24.6% | -10.9% | -13.7% | -23.6% |
| 30D | -32.5% | -9.4% | -23.1% | -32.0% |
| 3M | -20.2% | +26.0% | -46.2% | -22.0% |
| 6M | +76.5% | +56.5% | +20.0% | +69.2% |
| YTD | +198.9% | +144.3% | +54.7% | +164.1% |
| 1Y | +143.3% | +117.2% | +26.1% | +120.2% |
| All | +143.3% | +122.9% | +20.4% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling