+392.2%
DAL vs MTB
+247.7%
+144.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 6M | +19.8% | +1.5% | +18.3% | +18.7% |
| YTD | +27.0% | +10.3% | +16.7% | +19.1% |
| 1Y | +52.5% | +22.2% | +30.3% | +33.4% |
| 3Y | +173.8% | +96.9% | +76.9% | +73.2% |
| 5Y | +104.5% | +64.3% | +40.2% | +40.1% |
| 10Y | +129.7% | +137.8% | -8.1% | +15.0% |
| All | +392.2% | +247.7% | +144.6% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling