+161.0%
DAL vs MDY
+56.8%
+104.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.1% | +2.3% | -3.4% | -4.3% |
| 30D | +12.8% | +2.0% | +10.8% | +9.7% |
| 3M | -5.3% | -5.6% | +0.4% | +3.9% |
| 6M | +22.4% | +1.3% | +21.1% | +20.9% |
| YTD | +25.6% | +12.3% | +13.3% | +7.2% |
| 1Y | +45.5% | +15.8% | +29.7% | +18.9% |
| 3Y | +161.0% | +56.5% | +104.5% | +57.8% |
| All | +161.0% | +56.8% | +104.2% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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