-22.7%
MCHP vs DAL
+101.3%
-124.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +2.2% | -12.2% | -11.2% |
| 7D | -24.6% | +8.8% | -33.3% | -28.2% |
| 30D | -25.2% | +5.4% | -30.6% | -27.6% |
| 3M | -21.1% | -4.9% | -16.1% | -19.2% |
| 6M | -42.7% | +19.8% | -62.5% | -48.8% |
| YTD | -6.9% | +27.0% | -33.9% | -20.9% |
| 1Y | +0.9% | +52.5% | -51.6% | -23.0% |
| 3Y | -16.2% | +173.8% | -190.1% | -57.2% |
| All | -22.7% | +101.3% | -124.0% | -58.1% |
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