+436.2%
DAL vs MUB
+76.3%
+359.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +0.1% | -0.9% | +1.0% | +1.1% |
| 30D | -13.9% | -1.4% | -12.5% | -12.6% |
| 3M | +1.1% | -2.2% | +3.2% | +3.6% |
| 6M | +26.2% | -1.9% | +28.1% | +29.1% |
| YTD | +16.4% | -0.8% | +17.2% | +17.7% |
| 1Y | +33.9% | +2.7% | +31.1% | +30.6% |
| 3Y | +93.4% | +8.6% | +84.8% | +77.6% |
| 5Y | +106.4% | +2.0% | +104.3% | +101.7% |
| 10Y | +143.0% | +17.9% | +125.0% | +121.6% |
| All | +436.2% | +76.3% | +359.9% | +342.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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