+111.4%
DAL vs MKC
-35.5%
+147.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -1.1% | -3.0% | +1.9% | -0.6% |
| 30D | +12.8% | +4.8% | +8.0% | +11.9% |
| 3M | -5.3% | -12.8% | +7.6% | -3.2% |
| 6M | +22.4% | +5.0% | +17.3% | +20.7% |
| YTD | +25.6% | -29.1% | +54.7% | +33.4% |
| 1Y | +45.5% | -26.4% | +71.9% | +53.0% |
| 3Y | +161.0% | -21.6% | +182.6% | +169.2% |
| All | +111.4% | -35.5% | +147.0% | +130.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling