+173.8%
DAL vs MTB
+95.2%
+78.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.9% |
| 7D | +8.8% | -1.3% | +10.1% | +10.2% |
| 30D | +5.4% | +0.5% | +4.9% | +5.1% |
| 3M | -4.9% | -12.4% | +7.5% | +6.2% |
| 6M | +19.8% | +1.5% | +18.3% | +18.3% |
| YTD | +27.0% | +10.3% | +16.7% | +17.3% |
| 1Y | +52.5% | +22.2% | +30.3% | +29.6% |
| 3Y | +173.8% | +96.9% | +76.9% | +86.1% |
| All | +173.8% | +95.2% | +78.6% | +86.1% |
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