+62.1%
DAL vs MKC
-18.2%
+80.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.4% | +1.7% | +7.1% |
| 7D | +11.1% | +9.6% | +1.5% | +11.1% |
| 30D | +7.7% | +12.0% | -4.3% | +7.9% |
| 3M | -3.5% | -2.0% | -1.5% | -4.0% |
| 6M | +31.3% | +7.2% | +24.1% | +31.7% |
| YTD | +30.0% | -23.7% | +53.7% | +28.4% |
| 1Y | +62.1% | -18.3% | +80.4% | +58.0% |
| All | +62.1% | -18.2% | +80.3% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling