+104.3%
DAL vs MTB
+115.1%
-10.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.8% |
| 7D | -1.1% | +1.5% | -2.6% | -2.1% |
| 30D | +12.8% | +2.3% | +10.5% | +11.3% |
| 3M | -5.3% | -12.1% | +6.8% | +3.9% |
| 6M | +22.4% | +9.8% | +12.5% | +14.7% |
| YTD | +25.6% | +12.0% | +13.6% | +16.3% |
| 1Y | +45.5% | +22.0% | +23.5% | +27.0% |
| 3Y | +161.0% | +107.6% | +53.3% | +58.7% |
| 5Y | +112.2% | +61.9% | +50.4% | +46.3% |
| All | +104.3% | +115.1% | -10.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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