+98.5%
DAL vs MDB
-5.3%
+103.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.3% |
| 7D | +0.1% | -17.4% | +17.6% | +2.5% |
| 30D | -13.9% | -2.0% | -11.9% | -14.2% |
| 3M | +1.1% | -3.0% | +4.1% | +0.6% |
| 6M | +26.2% | +48.7% | -22.4% | +15.9% |
| YTD | +16.4% | -12.1% | +28.6% | +16.0% |
| 1Y | +33.9% | +14.5% | +19.4% | +26.5% |
| All | +98.5% | -5.3% | +103.8% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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