+4,681.2%
DELL vs MPC
+1,142.5%
+3,538.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +14.9% | +5.4% | +9.4% | +12.8% |
| 30D | +13.3% | +31.0% | -17.7% | +3.2% |
| 3M | +24.4% | +46.0% | -21.6% | +8.9% |
| 6M | +258.0% | +77.3% | +180.7% | +190.4% |
| YTD | +320.2% | +141.9% | +178.3% | +204.5% |
| 1Y | +319.1% | +120.9% | +198.1% | +212.3% |
| 3Y | +706.5% | +182.7% | +523.8% | +443.1% |
| 5Y | +1,071.9% | +646.4% | +425.5% | +462.6% |
| 10Y | +4,683.5% | +1,138.7% | +3,544.7% | +1,819.9% |
| All | +4,681.2% | +1,142.5% | +3,538.7% | +1,815.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling