Mac Book Air 2015 - Daisy Chain

I would like to connect a 2015 Macbook Air to two Dell U2715H screens with daisy chain.

My configuration is the following:

Macbook Pro Air 2015 -- mDP out to DP in -- Screen 1 -- DP out to DP in -- Screen 2

Problem is, my Dell screens are acting as a mirror. Any one can help?