+259.1%
MP vs DAL
+219.4%
+39.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +7.2% | -12.2% | -8.8% |
| 7D | -12.5% | +11.1% | -23.6% | -17.7% |
| 30D | -23.3% | +7.7% | -31.1% | -26.6% |
| 3M | -24.4% | -3.5% | -20.8% | -23.3% |
| 6M | -45.8% | +31.3% | -77.1% | -53.8% |
| YTD | -28.9% | +30.0% | -58.9% | -39.8% |
| 1Y | -34.6% | +62.1% | -96.7% | -51.2% |
| 3Y | +118.7% | +176.6% | -57.9% | +13.5% |
| 5Y | -3.1% | +126.2% | -129.2% | -45.4% |
| All | +259.1% | +219.4% | +39.7% | +84.9% |
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