-10.0%
MCHP vs DAL
+175.7%
-185.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.3% | +0.1% | +2.4% |
| 7D | -19.2% | +10.0% | -29.2% | -23.5% |
| 30D | -18.6% | +12.0% | -30.6% | -23.8% |
| 3M | -27.0% | +0.8% | -27.7% | -27.5% |
| 6M | -37.3% | +26.2% | -63.4% | -45.6% |
| YTD | -1.8% | +33.7% | -35.5% | -19.2% |
| 1Y | +12.1% | +57.6% | -45.4% | -16.5% |
| 3Y | -10.0% | +183.5% | -193.5% | -61.1% |
| All | -10.0% | +175.7% | -185.7% | -61.1% |
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 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