+381.8%
DAL vs MAR
+1,082.5%
-700.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.6% | -2.9% |
| 7D | +4.6% | +4.4% | +0.1% | +1.1% |
| 30D | +2.3% | +15.5% | -13.2% | -8.9% |
| 3M | -8.1% | +15.7% | -23.8% | -18.5% |
| 6M | +21.4% | +18.2% | +3.2% | +5.0% |
| YTD | +24.3% | +35.3% | -11.0% | -3.9% |
| 1Y | +47.4% | +48.6% | -1.3% | +5.4% |
| 3Y | +164.6% | +124.3% | +40.3% | +37.1% |
| 5Y | +100.2% | +159.7% | -59.5% | -8.2% |
| 10Y | +124.9% | +555.2% | -430.3% | -52.1% |
| All | +381.8% | +1,082.5% | -700.7% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling