+143.3%
DELL vs MTB
+27.0%
+116.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -10.0% | -9.1% |
| 7D | -24.6% | +2.0% | -26.6% | -25.0% |
| 30D | -32.5% | +2.9% | -35.4% | -33.0% |
| 3M | -20.2% | -10.7% | -9.5% | -18.4% |
| 6M | +76.5% | +6.3% | +70.1% | +73.3% |
| YTD | +198.9% | +13.8% | +185.1% | +170.9% |
| 1Y | +143.3% | +27.7% | +115.6% | +98.9% |
| All | +143.3% | +27.0% | +116.4% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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