+3,971.9%
MU vs DAL
+127.0%
+3,845.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +3.0% | +4.1% |
| 7D | -22.0% | +8.8% | -30.8% | -25.1% |
| 30D | -36.6% | +5.4% | -42.0% | -38.2% |
| 3M | -21.7% | -4.9% | -16.8% | -20.2% |
| 6M | +3.5% | +19.8% | -16.3% | -4.8% |
| YTD | +141.9% | +27.0% | +114.9% | +114.9% |
| 1Y | +189.8% | +52.5% | +137.4% | +137.2% |
| 3Y | +855.4% | +173.8% | +681.5% | +484.8% |
| 5Y | +869.2% | +104.5% | +764.6% | +549.8% |
| All | +3,971.9% | +127.0% | +3,845.0% | +2,388.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling