+4,634.1%
MA vs DAL
+329.9%
+4,304.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +1.5% | -13.9% | +15.5% | +5.2% |
| 3M | +20.4% | +1.1% | +19.4% | +19.7% |
| 6M | +11.1% | +26.2% | -15.1% | +4.0% |
| YTD | +2.0% | +16.4% | -14.5% | -3.0% |
| 1Y | -2.2% | +33.9% | -36.0% | -10.5% |
| 3Y | +41.9% | +93.4% | -51.5% | +14.2% |
| 5Y | +75.4% | +106.4% | -31.0% | +36.2% |
| 10Y | +527.5% | +143.0% | +384.6% | +343.0% |
| All | +4,634.1% | +329.9% | +4,304.2% | +2,085.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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