+153.3%
MP vs DAL
+95.1%
+58.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +13.8% | -13.9% | +27.7% | +22.3% |
| 3M | -16.7% | +1.1% | -17.8% | -17.7% |
| 6M | -11.5% | +26.2% | -37.7% | -22.2% |
| YTD | +7.9% | +16.4% | -8.5% | -2.0% |
| 1Y | -15.0% | +33.9% | -48.9% | -28.9% |
| All | +153.3% | +95.1% | +58.2% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling