+43.4%
DLTR vs MTB
+173.8%
-130.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | -10.1% | 0.0% | -10.1% | -10.1% |
| 30D | -8.1% | -4.8% | -3.3% | -6.9% |
| 3M | +2.9% | +6.0% | -3.1% | +1.3% |
| 6M | +4.3% | +19.6% | -15.3% | -0.5% |
| YTD | -3.9% | +21.5% | -25.4% | -8.9% |
| 1Y | +18.9% | +24.7% | -5.8% | +11.9% |
| 3Y | +1.9% | +108.6% | -106.7% | -16.8% |
| 5Y | +31.0% | +106.7% | -75.7% | +5.0% |
| All | +43.4% | +173.8% | -130.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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