+43.4%
DLTR vs MOH
+264.4%
-220.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -10.1% | +1.7% | -11.8% | -10.2% |
| 30D | -8.1% | -0.9% | -7.2% | -8.0% |
| 3M | +2.9% | +5.7% | -2.9% | +2.1% |
| 6M | +4.3% | +39.1% | -34.8% | 0.0% |
| YTD | -3.9% | +17.7% | -21.6% | -6.9% |
| 1Y | +18.9% | +8.4% | +10.5% | +15.9% |
| 3Y | +1.9% | -36.6% | +38.5% | +4.0% |
| 5Y | +31.0% | -19.1% | +50.1% | +27.4% |
| All | +43.4% | +264.4% | -220.9% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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