+10,513.3%
DLTR vs MTB
+3,084.7%
+7,428.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.5% |
| 7D | -5.8% | +2.8% | -8.6% | -6.6% |
| 30D | -5.2% | -4.2% | -1.1% | -4.1% |
| 3M | +15.2% | +7.8% | +7.4% | +12.7% |
| 6M | +7.1% | +14.8% | -7.7% | +2.9% |
| YTD | +0.8% | +20.8% | -19.9% | -4.7% |
| 1Y | +24.8% | +23.1% | +1.7% | +17.3% |
| 3Y | +6.9% | +114.8% | -107.9% | -15.3% |
| 5Y | +33.2% | +103.3% | -70.0% | +4.5% |
| 10Y | +51.6% | +173.0% | -121.4% | +1.8% |
| All | +10,513.3% | +3,084.7% | +7,428.6% | +2,771.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling