+538.8%
MCHP vs DAL
+329.9%
+208.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -4.1% | -13.9% | +9.8% | 0.0% |
| 3M | -22.5% | +1.1% | -23.6% | -22.9% |
| 6M | +7.3% | +26.2% | -19.0% | 0.0% |
| YTD | +18.4% | +16.4% | +2.0% | +12.3% |
| 1Y | +18.1% | +33.9% | -15.7% | +7.7% |
| 3Y | -2.8% | +93.4% | -96.2% | -20.4% |
| 5Y | +5.5% | +106.4% | -100.9% | -15.9% |
| 10Y | +185.8% | +143.0% | +42.9% | +111.6% |
| All | +538.8% | +329.9% | +208.9% | +228.6% |
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