+43.4%
DLTR vs MKC
+29.9%
+13.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -10.1% | -1.5% | -8.6% | -9.6% |
| 30D | -8.1% | -3.1% | -5.0% | -7.1% |
| 3M | +2.9% | +5.2% | -2.3% | +0.9% |
| 6M | +4.3% | -12.8% | +17.2% | +8.9% |
| YTD | -3.9% | -23.3% | +19.4% | +4.6% |
| 1Y | +18.9% | -24.1% | +43.0% | +29.7% |
| 3Y | +1.9% | -32.1% | +34.0% | +13.9% |
| 5Y | +31.0% | -32.8% | +63.8% | +45.5% |
| All | +43.4% | +29.9% | +13.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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