-13.9%
MP vs DAL
+116.7%
-130.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | +2.3% | +2.3% | 0.0% | +1.1% |
| 30D | -15.3% | +14.3% | -29.6% | -21.6% |
| 3M | -33.5% | +1.3% | -34.8% | -34.2% |
| 6M | -45.5% | +29.3% | -74.8% | -53.5% |
| YTD | -27.3% | +33.0% | -60.3% | -39.8% |
| 1Y | -40.7% | +59.8% | -100.6% | -56.2% |
| 3Y | +145.9% | +177.2% | -31.3% | +18.2% |
| 5Y | -13.9% | +118.4% | -132.3% | -55.0% |
| All | -13.9% | +116.7% | -130.6% | -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 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