+81.0%
DAL vs MDB
+823.0%
-742.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -3.5% |
| 7D | +4.6% | -20.9% | +25.4% | +7.5% |
| 30D | +2.3% | -15.6% | +17.9% | +4.2% |
| 3M | -8.1% | -19.1% | +11.0% | -6.7% |
| 6M | +21.4% | +14.2% | +7.2% | +16.8% |
| YTD | +24.3% | -27.4% | +51.7% | +25.6% |
| 1Y | +47.4% | -13.0% | +60.4% | +44.9% |
| 3Y | +164.6% | -11.2% | +175.8% | +146.5% |
| 5Y | +100.2% | -45.2% | +145.4% | +83.2% |
| All | +81.0% | +823.0% | -742.0% | +13.9% |
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