+419.6%
MCHP vs DAL
+395.8%
+23.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -22.6% | +10.7% | -33.3% | -24.8% |
| 30D | -20.1% | +12.5% | -32.7% | -22.9% |
| 3M | -25.4% | +3.6% | -29.1% | -26.3% |
| 6M | -38.4% | +26.7% | -65.2% | -42.7% |
| YTD | -3.7% | +34.3% | -38.0% | -12.3% |
| 1Y | +11.7% | +59.1% | -47.4% | -3.0% |
| 3Y | -16.1% | +179.9% | -196.0% | -37.8% |
| 5Y | -16.9% | +119.1% | -136.0% | -35.0% |
| 10Y | +133.4% | +125.6% | +7.8% | +72.8% |
| All | +419.6% | +395.8% | +23.8% | +156.5% |
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