+213.3%
MCD vs DAL
+128.3%
+85.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | +7.3% | +10.7% | -3.4% | +5.6% |
| 30D | +20.0% | +12.5% | +7.4% | +17.8% |
| 3M | +3.8% | +3.6% | +0.2% | +3.1% |
| 6M | +3.8% | +26.7% | -23.0% | -0.4% |
| YTD | -5.9% | +34.3% | -40.1% | -10.9% |
| 1Y | -3.2% | +59.1% | -62.4% | -10.9% |
| 3Y | +13.3% | +179.9% | -166.6% | -8.8% |
| 5Y | +25.2% | +119.1% | -93.9% | +2.9% |
| 10Y | +213.3% | +125.6% | +87.7% | +140.5% |
| All | +213.3% | +128.3% | +85.1% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling