+3,132.1%
MPC vs DAL
+982.7%
+2,149.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.2% | -15.3% | -10.8% |
| 7D | -10.9% | +11.1% | -22.0% | -14.8% |
| 30D | -9.4% | +7.7% | -17.1% | -12.7% |
| 3M | +26.0% | -3.5% | +29.5% | +26.1% |
| 6M | +56.5% | +31.3% | +25.2% | +36.5% |
| YTD | +144.3% | +30.0% | +114.3% | +110.6% |
| 1Y | +117.2% | +62.1% | +55.2% | +70.2% |
| 3Y | +176.3% | +176.6% | -0.3% | +59.8% |
| 5Y | +590.5% | +126.2% | +464.3% | +308.8% |
| 10Y | +1,183.8% | +135.1% | +1,048.7% | +611.7% |
| All | +3,132.1% | +982.7% | +2,149.4% | +790.6% |
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 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