+111.4%
DAL vs MDB
-41.3%
+152.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.1% | +6.8% | -7.9% | -2.1% |
| 30D | +12.8% | -6.2% | +19.0% | +13.6% |
| 3M | -5.3% | -29.2% | +24.0% | -1.1% |
| 6M | +22.4% | +10.3% | +12.1% | +17.1% |
| YTD | +25.6% | -20.4% | +46.0% | +25.4% |
| 1Y | +45.5% | -4.8% | +50.3% | +40.1% |
| 3Y | +161.0% | -11.6% | +172.5% | +136.0% |
| All | +111.4% | -41.3% | +152.8% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling