+173.5%
MDT vs DAL
+329.9%
-156.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.0% |
| 3M | +16.0% | +1.1% | +14.9% | +15.5% |
| 6M | +0.2% | +26.2% | -26.0% | -3.9% |
| YTD | -0.3% | +16.4% | -16.7% | -3.5% |
| 1Y | +4.7% | +33.9% | -29.1% | -1.1% |
| 3Y | +26.5% | +93.4% | -66.8% | +9.8% |
| 5Y | -18.2% | +106.4% | -124.5% | -31.1% |
| 10Y | +40.0% | +143.0% | -102.9% | +10.3% |
| All | +173.5% | +329.9% | -156.4% | +68.2% |
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 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