+1,055.3%
DELL vs MTB
+101.1%
+954.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.8% | -5.5% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | +14.9% | -4.6% | +19.5% | +17.3% |
| 3M | +37.2% | +7.4% | +29.8% | +32.9% |
| 6M | +254.0% | +18.7% | +235.3% | +228.6% |
| YTD | +306.1% | +21.1% | +285.1% | +271.9% |
| 1Y | +312.3% | +24.1% | +288.2% | +272.6% |
| 3Y | +654.0% | +115.3% | +538.7% | +447.1% |
| 5Y | +1,055.3% | +106.0% | +949.3% | +748.7% |
| All | +1,055.3% | +101.1% | +954.3% | +748.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling