+102.9%
DAL vs MAR
+155.0%
-52.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.3% |
| 7D | +8.8% | +4.3% | +4.5% | +5.0% |
| 30D | +5.4% | +16.8% | -11.4% | -8.0% |
| 3M | -4.9% | +16.0% | -21.0% | -16.7% |
| 6M | +19.8% | +16.5% | +3.4% | +3.5% |
| YTD | +27.0% | +35.0% | -8.0% | -4.6% |
| 1Y | +52.5% | +49.4% | +3.1% | +4.1% |
| 3Y | +173.8% | +124.1% | +49.8% | +30.0% |
| All | +102.9% | +155.0% | -52.1% | -16.4% |
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