+125.6%
DAL vs MAR
+528.1%
-402.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | -1.8% |
| 7D | +10.7% | +2.9% | +7.9% | +8.3% |
| 30D | +12.5% | +17.0% | -4.5% | -1.2% |
| 3M | +3.6% | +23.2% | -19.5% | -13.0% |
| 6M | +26.7% | +21.7% | +5.0% | +6.4% |
| YTD | +34.3% | +38.9% | -4.6% | +0.7% |
| 1Y | +59.1% | +48.7% | +10.5% | +12.5% |
| 3Y | +179.9% | +122.9% | +57.0% | +42.4% |
| 5Y | +119.1% | +177.5% | -58.3% | -7.5% |
| 10Y | +125.6% | +537.5% | -411.9% | -42.6% |
| All | +125.6% | +528.1% | -402.5% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling