+29.2%
DAL vs MKC
-24.0%
+53.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +3.4% | -4.3% | +7.7% | +3.1% |
| 30D | -13.6% | -2.0% | -11.6% | -13.6% |
| 3M | +1.2% | +10.0% | -8.8% | +2.0% |
| 6M | +34.5% | -18.5% | +53.0% | +33.5% |
| YTD | +14.7% | -22.4% | +37.1% | +13.8% |
| 1Y | +29.2% | -23.6% | +52.9% | +28.3% |
| All | +29.2% | -24.0% | +53.3% | +28.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling