+418.2%
DAL vs MCO
+871.1%
-452.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +4.6% |
| 7D | +10.0% | +1.0% | +9.0% | +9.5% |
| 30D | +12.0% | +10.1% | +1.9% | +5.8% |
| 3M | +0.8% | +7.2% | -6.4% | -3.6% |
| 6M | +26.2% | +13.8% | +12.4% | +15.7% |
| YTD | +33.7% | +0.7% | +33.0% | +30.1% |
| 1Y | +57.6% | +5.6% | +51.9% | +48.9% |
| 3Y | +183.5% | +54.1% | +129.4% | +112.5% |
| 5Y | +114.2% | +36.0% | +78.2% | +70.2% |
| 10Y | +128.1% | +457.5% | -329.4% | -25.7% |
| All | +418.2% | +871.1% | -452.9% | -20.5% |
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