+105.8%
DAL vs MDB
-28.4%
+134.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.4% |
| 7D | +0.1% | -17.4% | +17.6% | +2.9% |
| 30D | -13.9% | -2.0% | -11.9% | -14.2% |
| 3M | +1.1% | -3.0% | +4.1% | +0.5% |
| 6M | +26.2% | +48.7% | -22.4% | +15.3% |
| YTD | +16.4% | -12.1% | +28.6% | +15.4% |
| 1Y | +33.9% | +14.5% | +19.4% | +25.9% |
| 3Y | +93.4% | -6.1% | +99.5% | +74.7% |
| All | +105.8% | -28.4% | +134.2% | +79.3% |
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