+100.0%
DAL vs MCO
+44.0%
+56.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.1% |
| 7D | +3.4% | -2.7% | +6.1% | +4.9% |
| 30D | -13.6% | +0.9% | -14.5% | -14.2% |
| 3M | +1.2% | +8.7% | -7.5% | -4.4% |
| 6M | +34.5% | +2.4% | +32.1% | +31.3% |
| YTD | +14.7% | -5.2% | +19.8% | +16.9% |
| 1Y | +29.2% | -4.4% | +33.6% | +30.2% |
| 3Y | +100.0% | +45.1% | +54.9% | +51.0% |
| All | +100.0% | +44.0% | +56.0% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling