+167.0%
MPC vs DAL
+162.4%
+4.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -3.4% |
| 7D | -12.8% | +4.6% | -17.3% | -13.3% |
| 30D | -12.7% | +2.3% | -15.0% | -13.1% |
| 3M | +27.1% | -8.1% | +35.2% | +28.4% |
| 6M | +45.8% | +21.4% | +24.4% | +39.8% |
| YTD | +134.7% | +24.3% | +110.4% | +122.6% |
| 1Y | +106.0% | +47.4% | +58.7% | +87.5% |
| All | +167.0% | +162.4% | +4.6% | +102.6% |
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