+198.1%
MDT vs DAL
+368.9%
-170.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.2% |
| 7D | +5.4% | +8.8% | -3.3% | +4.1% |
| 30D | +19.1% | +5.4% | +13.7% | +18.0% |
| 3M | +19.5% | -4.9% | +24.4% | +20.2% |
| 6M | +33.5% | +19.8% | +13.6% | +29.1% |
| YTD | +8.7% | +27.0% | -18.3% | +3.7% |
| 1Y | +16.8% | +52.5% | -35.7% | +8.1% |
| 3Y | +53.0% | +173.8% | -120.9% | +25.6% |
| 5Y | -2.9% | +104.5% | -107.4% | -18.1% |
| 10Y | +61.4% | +129.7% | -68.3% | +27.7% |
| All | +198.1% | +368.9% | -170.8% | +80.7% |
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