+392.2%
DAL vs MKC
+296.1%
+96.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.5% |
| 7D | +8.8% | +2.3% | +6.4% | +7.8% |
| 30D | +5.4% | +8.1% | -2.7% | +1.9% |
| 3M | -4.9% | -6.4% | +1.5% | -2.7% |
| 6M | +19.8% | +1.8% | +18.1% | +17.5% |
| YTD | +27.0% | -26.9% | +53.9% | +41.7% |
| 1Y | +52.5% | -21.7% | +74.2% | +64.5% |
| 3Y | +173.8% | -18.7% | +192.6% | +183.2% |
| 5Y | +104.5% | -32.8% | +137.4% | +123.0% |
| 10Y | +129.7% | +27.0% | +102.8% | +40.9% |
| All | +392.2% | +296.1% | +96.1% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling