+98.5%
DAL vs MTB
+109.6%
-11.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | +0.1% | +1.7% | -1.6% | -1.2% |
| 30D | -13.9% | -4.2% | -9.7% | -10.9% |
| 3M | +1.1% | +8.9% | -7.8% | -5.7% |
| 6M | +26.2% | +10.9% | +15.4% | +16.0% |
| YTD | +16.4% | +21.5% | -5.1% | -0.4% |
| 1Y | +33.9% | +21.9% | +11.9% | +14.1% |
| All | +98.5% | +109.6% | -11.2% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling