+128.1%
DAL vs MKC
+25.4%
+102.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.3% | +5.5% |
| 7D | +10.0% | -1.9% | +12.0% | +10.4% |
| 30D | +12.0% | +8.0% | +4.0% | +10.4% |
| 3M | +0.8% | -8.6% | +9.4% | +2.3% |
| 6M | +26.2% | +1.1% | +25.1% | +25.4% |
| YTD | +33.7% | -27.7% | +61.4% | +41.2% |
| 1Y | +57.6% | -23.7% | +81.3% | +64.3% |
| 3Y | +183.5% | -19.4% | +202.9% | +190.8% |
| 5Y | +114.2% | -33.3% | +147.5% | +125.5% |
| 10Y | +128.1% | +24.0% | +104.1% | +112.2% |
| All | +128.1% | +25.4% | +102.8% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling