+678.3%
DELL vs MTB
+112.6%
+565.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +8.7% | +1.1% | +7.7% | +8.3% |
| 30D | +16.9% | -4.6% | +21.5% | +19.1% |
| 3M | +40.4% | +6.3% | +34.2% | +36.8% |
| 6M | +267.1% | +15.6% | +251.5% | +245.8% |
| YTD | +329.1% | +20.6% | +308.5% | +294.8% |
| 1Y | +346.9% | +22.5% | +324.4% | +307.5% |
| All | +678.3% | +112.6% | +565.8% | +589.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling