+415.5%
DAL vs MCO
+878.4%
-462.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | +2.3% | -2.5% | +4.9% | +3.9% |
| 30D | +14.3% | +9.4% | +4.9% | +8.4% |
| 3M | +1.3% | +8.3% | -7.0% | -3.8% |
| 6M | +29.3% | +15.4% | +13.9% | +17.5% |
| YTD | +33.0% | +1.5% | +31.5% | +28.9% |
| 1Y | +59.8% | +5.4% | +54.5% | +51.3% |
| 3Y | +177.2% | +53.1% | +124.1% | +108.5% |
| 5Y | +118.4% | +39.4% | +78.9% | +70.9% |
| 10Y | +121.4% | +463.0% | -341.6% | -28.3% |
| All | +415.5% | +878.4% | -462.9% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling