+122.8%
DAL vs MKC
+25.9%
+96.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.8% |
| 7D | +8.8% | +2.3% | +6.4% | +8.4% |
| 30D | +5.4% | +8.1% | -2.7% | +3.9% |
| 3M | -4.9% | -6.4% | +1.5% | -3.9% |
| 6M | +19.8% | +1.8% | +18.1% | +18.9% |
| YTD | +27.0% | -26.9% | +53.9% | +33.8% |
| 1Y | +52.5% | -21.7% | +74.2% | +58.1% |
| 3Y | +173.8% | -18.7% | +192.6% | +180.6% |
| 5Y | +104.5% | -32.8% | +137.4% | +115.0% |
| All | +122.8% | +25.9% | +96.9% | +106.0% |
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 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