+103.0%
DAL vs MRSH
-0.3%
+103.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +0.1% | -3.6% | +3.7% | +1.0% |
| 30D | -13.9% | -3.0% | -10.9% | -13.3% |
| 3M | +1.1% | +15.8% | -14.8% | -2.8% |
| 6M | +26.2% | +1.6% | +24.7% | +26.1% |
| YTD | +16.4% | +1.7% | +14.7% | +15.9% |
| 1Y | +33.9% | -8.0% | +41.9% | +39.1% |
| All | +103.0% | -0.3% | +103.3% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 3y: compounded portfolio wealth divided by compounded MRSH 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…
3y analysis · Full analysis span regression · 6 months rolling