+4,062.5%
DELL vs MPC
+1,138.6%
+2,923.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.1% |
| 7D | +25.6% | +3.9% | +21.8% | +24.1% |
| 30D | +17.7% | +33.8% | -16.1% | +6.5% |
| 3M | +33.4% | +49.9% | -16.4% | +15.8% |
| 6M | +266.2% | +80.9% | +185.3% | +195.2% |
| YTD | +328.0% | +147.4% | +180.6% | +208.1% |
| 1Y | +339.6% | +123.2% | +216.4% | +226.7% |
| 3Y | +694.6% | +171.7% | +522.9% | +442.7% |
| 5Y | +1,122.0% | +678.6% | +443.4% | +479.8% |
| 10Y | +4,062.5% | +1,134.0% | +2,928.4% | +1,599.7% |
| All | +4,062.5% | +1,138.6% | +2,923.9% | +1,599.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling