+122.8%
DAL vs MTB
+135.3%
-12.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.8% |
| 7D | +8.8% | -1.3% | +10.1% | +9.9% |
| 30D | +5.4% | +0.5% | +4.9% | +5.2% |
| 3M | -4.9% | -12.4% | +7.5% | +4.5% |
| 6M | +19.8% | +1.5% | +18.3% | +18.7% |
| YTD | +27.0% | +10.3% | +16.7% | +18.9% |
| 1Y | +52.5% | +22.2% | +30.3% | +33.0% |
| 3Y | +173.8% | +96.9% | +76.9% | +72.7% |
| 5Y | +104.5% | +64.3% | +40.2% | +39.4% |
| All | +122.8% | +135.3% | -12.5% | +15.6% |
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