+69.5%
DAL vs MDB
+1,017.4%
-947.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.3% |
| 7D | +0.1% | -17.4% | +17.6% | +2.3% |
| 30D | -13.9% | -2.0% | -11.9% | -14.1% |
| 3M | +1.1% | -3.0% | +4.1% | +0.6% |
| 6M | +26.2% | +48.7% | -22.4% | +17.8% |
| YTD | +16.4% | -12.1% | +28.6% | +15.6% |
| 1Y | +33.9% | +14.5% | +19.4% | +27.8% |
| 3Y | +93.4% | -6.1% | +99.5% | +79.7% |
| 5Y | +106.4% | -27.3% | +133.7% | +84.3% |
| All | +69.5% | +1,017.4% | -947.9% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling