+11.2%
MCD vs DAL
+162.4%
-151.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.6% | -0.5% |
| 7D | +8.0% | +4.6% | +3.5% | +7.8% |
| 30D | +19.6% | +2.3% | +17.3% | +19.4% |
| 3M | +2.2% | -8.1% | +10.3% | +2.4% |
| 6M | -1.1% | +21.4% | -22.6% | -2.1% |
| YTD | -7.2% | +24.3% | -31.6% | -8.3% |
| 1Y | -6.7% | +47.4% | -54.1% | -8.4% |
| All | +11.2% | +162.4% | -151.3% | +5.0% |
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