+23.0%
DLTR vs MUB
+9.9%
+13.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +5.3% | -1.3% | +6.6% | +6.7% |
| 30D | +13.4% | +2.2% | +11.2% | +10.9% |
| 3M | +6.6% | -1.6% | +8.2% | +8.3% |
| 6M | +59.1% | -1.3% | +60.4% | +61.2% |
| YTD | +12.3% | -0.7% | +12.9% | +13.5% |
| 1Y | +33.9% | -0.2% | +34.1% | +35.1% |
| 3Y | +23.0% | +9.6% | +13.4% | +13.9% |
| All | +23.0% | +9.9% | +13.1% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling