-18.2%
MDT vs DAL
+106.7%
-124.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +9.5% | -13.9% | +23.4% | +11.8% |
| 3M | +16.0% | +1.1% | +14.9% | +15.5% |
| 6M | +0.2% | +26.2% | -26.0% | -3.7% |
| YTD | -0.3% | +16.4% | -16.7% | -3.4% |
| 1Y | +4.7% | +33.9% | -29.1% | -1.0% |
| 3Y | +26.5% | +93.4% | -66.8% | +8.4% |
| All | -18.2% | +106.7% | -124.9% | -33.2% |
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