+2.7%
MDT vs DAL
+110.1%
-107.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | +9.2% | +12.8% | -3.7% | +7.2% |
| 3M | +14.5% | -5.3% | +19.8% | +15.1% |
| 6M | +37.3% | +22.4% | +14.9% | +32.6% |
| YTD | +9.8% | +25.6% | -15.8% | +5.1% |
| 1Y | +10.5% | +45.5% | -35.0% | +3.2% |
| 3Y | +57.4% | +161.0% | -103.5% | +27.1% |
| All | +2.7% | +110.1% | -107.5% | -15.2% |
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