+3,063.4%
DELL vs MPC
+1,145.7%
+1,917.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.6% | +0.8% | +3.9% |
| 7D | -11.8% | -9.4% | -2.4% | -8.6% |
| 30D | -40.8% | -14.3% | -26.5% | -37.8% |
| 3M | -23.6% | +31.1% | -54.7% | -30.7% |
| 6M | +33.4% | +60.3% | -26.9% | +12.3% |
| YTD | +178.0% | +142.5% | +35.5% | +100.5% |
| 1Y | +138.6% | +104.6% | +34.0% | +82.5% |
| 3Y | +400.9% | +191.7% | +209.2% | +233.3% |
| 5Y | +580.7% | +549.2% | +31.5% | +240.7% |
| 10Y | +2,655.3% | +1,106.2% | +1,549.1% | +1,014.0% |
| All | +3,063.4% | +1,145.7% | +1,917.8% | +1,161.0% |
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