+201.4%
MCHP vs DAL
+126.9%
+74.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.3% | +0.8% | -0.4% | 0.0% |
| 30D | -9.8% | -11.7% | +2.0% | -4.5% |
| 3M | -19.7% | -2.7% | -17.0% | -18.9% |
| 6M | +13.6% | +30.7% | -17.1% | -0.9% |
| YTD | +16.5% | +14.4% | +2.2% | +7.2% |
| 1Y | +15.7% | +31.2% | -15.5% | -0.6% |
| 3Y | 0.0% | +99.4% | -99.5% | -31.4% |
| 5Y | +4.4% | +98.6% | -94.1% | -30.2% |
| 10Y | +201.4% | +135.0% | +66.4% | +88.1% |
| All | +201.4% | +126.9% | +74.5% | +88.1% |
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 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