+132.2%
DAL vs MKC
+24.6%
+107.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | +0.1% | -5.9% | +6.0% | +1.2% |
| 30D | -13.9% | -0.9% | -13.0% | -13.9% |
| 3M | +1.1% | +12.7% | -11.6% | -1.5% |
| 6M | +26.2% | -19.3% | +45.5% | +31.2% |
| YTD | +16.4% | -22.2% | +38.6% | +21.5% |
| 1Y | +33.9% | -23.3% | +57.2% | +39.9% |
| 3Y | +93.4% | -30.0% | +123.4% | +104.5% |
| 5Y | +106.4% | -33.8% | +140.1% | +118.0% |
| All | +132.2% | +24.6% | +107.6% | +115.7% |
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