+22.6%
MCD vs DAL
+103.7%
-81.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.6% | -0.4% |
| 7D | +8.0% | +4.6% | +3.5% | +7.6% |
| 30D | +19.6% | +2.3% | +17.3% | +19.3% |
| 3M | +2.2% | -8.1% | +10.3% | +2.8% |
| 6M | -1.1% | +21.4% | -22.6% | -3.0% |
| YTD | -7.2% | +24.3% | -31.6% | -9.4% |
| 1Y | -6.7% | +47.4% | -54.1% | -10.3% |
| 3Y | +11.6% | +164.6% | -153.0% | -2.9% |
| 5Y | +22.6% | +100.2% | -77.6% | +10.1% |
| All | +22.6% | +103.7% | -81.0% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling