+105.0%
DAL vs MTB
+113.8%
-8.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.1% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +9.1% | +0.8% | +8.2% | +8.7% |
| 3M | -3.5% | -12.8% | +9.3% | +6.4% |
| 6M | +23.4% | +6.7% | +16.7% | +18.0% |
| YTD | +26.0% | +11.3% | +14.7% | +17.3% |
| 1Y | +44.6% | +20.2% | +24.5% | +27.7% |
| 3Y | +162.7% | +103.8% | +59.0% | +61.8% |
| 5Y | +113.0% | +60.9% | +52.1% | +47.4% |
| All | +105.0% | +113.8% | -8.8% | +7.2% |
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