+125.6%
DAL vs MCO
+453.2%
-327.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +10.7% | +1.4% | +9.3% | +9.9% |
| 30D | +12.5% | +10.0% | +2.5% | +6.4% |
| 3M | +3.6% | +7.0% | -3.4% | -0.8% |
| 6M | +26.7% | +13.7% | +13.1% | +16.2% |
| YTD | +34.3% | +0.6% | +33.6% | +31.0% |
| 1Y | +59.1% | +6.2% | +52.9% | +49.9% |
| 3Y | +179.9% | +51.9% | +128.0% | +110.3% |
| 5Y | +119.1% | +37.5% | +81.7% | +71.1% |
| 10Y | +125.6% | +459.4% | -333.7% | -21.9% |
| All | +125.6% | +453.2% | -327.6% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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