-1.5%
MCD vs DAL
+95.1%
-96.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | -2.8% | +0.1% | -3.0% | -2.8% |
| 30D | -6.0% | -13.9% | +7.9% | -5.5% |
| 3M | -5.6% | +1.1% | -6.7% | -5.7% |
| 6M | -21.9% | +26.2% | -48.1% | -22.7% |
| YTD | -14.7% | +16.4% | -31.1% | -15.4% |
| 1Y | -17.3% | +33.9% | -51.1% | -18.4% |
| All | -1.5% | +95.1% | -96.6% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling