+109.5%
DAL vs MCO
+34.8%
+74.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +3.1% |
| 7D | +0.1% | -4.2% | +4.3% | +2.6% |
| 30D | -13.9% | +2.2% | -16.1% | -15.2% |
| 3M | +1.1% | +10.1% | -9.0% | -5.3% |
| 6M | +26.2% | +5.3% | +21.0% | +21.1% |
| YTD | +16.4% | -2.7% | +19.2% | +16.4% |
| 1Y | +33.9% | -0.4% | +34.2% | +30.9% |
| 3Y | +93.4% | +49.0% | +44.3% | +45.5% |
| All | +109.5% | +34.8% | +74.6% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling