+113.0%
DAL vs MAR
+181.2%
-68.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.2% | -4.3% |
| 7D | +1.4% | +1.8% | -0.4% | -0.2% |
| 30D | +9.1% | +14.3% | -5.2% | -2.9% |
| 3M | -3.5% | +20.0% | -23.5% | -17.9% |
| 6M | +23.4% | +21.7% | +1.6% | +2.4% |
| YTD | +26.0% | +37.7% | -11.7% | -6.9% |
| 1Y | +44.6% | +46.8% | -2.2% | +0.4% |
| 3Y | +162.7% | +121.0% | +41.7% | +26.0% |
| 5Y | +113.0% | +183.1% | -70.1% | -21.4% |
| All | +113.0% | +181.2% | -68.3% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling