-7.8%
MP vs DAL
+103.7%
-111.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.3% | -1.7% | -3.6% |
| 7D | -19.0% | +4.6% | -23.5% | -21.3% |
| 30D | -30.5% | +2.3% | -32.8% | -31.6% |
| 3M | -29.6% | -8.1% | -21.5% | -26.6% |
| 6M | -50.4% | +21.4% | -71.8% | -56.3% |
| YTD | -33.2% | +24.3% | -57.5% | -42.7% |
| 1Y | -38.6% | +47.4% | -86.0% | -52.5% |
| 3Y | +105.5% | +164.6% | -59.1% | +0.6% |
| 5Y | -7.8% | +100.2% | -108.1% | -49.2% |
| All | -7.8% | +103.7% | -111.5% | -49.2% |
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