+861.0%
MCD vs DAL
+359.0%
+502.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.6% | -0.2% |
| 7D | +8.0% | +4.6% | +3.5% | +7.4% |
| 30D | +19.6% | +2.3% | +17.3% | +19.2% |
| 3M | +2.2% | -8.1% | +10.3% | +3.2% |
| 6M | -1.1% | +21.4% | -22.6% | -3.9% |
| YTD | -7.2% | +24.3% | -31.6% | -10.4% |
| 1Y | -6.7% | +47.4% | -54.1% | -11.9% |
| 3Y | +11.6% | +164.6% | -153.0% | -4.9% |
| 5Y | +22.6% | +100.2% | -77.6% | +6.5% |
| 10Y | +218.4% | +124.9% | +93.5% | +159.9% |
| All | +861.0% | +359.0% | +502.0% | +526.4% |
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