+351.3%
DAL vs MAR
+853.6%
-502.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.7% |
| 7D | +0.1% | -4.2% | +4.3% | +3.6% |
| 30D | -13.9% | -6.7% | -7.3% | -9.1% |
| 3M | +1.1% | -12.5% | +13.6% | +11.4% |
| 6M | +26.2% | +0.6% | +25.7% | +24.6% |
| YTD | +16.4% | +9.1% | +7.3% | +7.2% |
| 1Y | +33.9% | +26.2% | +7.6% | +8.9% |
| 3Y | +93.4% | +68.2% | +25.2% | +26.3% |
| 5Y | +106.4% | +163.9% | -57.6% | -6.1% |
| 10Y | +143.0% | +420.6% | -277.6% | -37.6% |
| All | +351.3% | +853.6% | -502.4% | -42.1% |
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