+800.6%
DLTR vs MUB
+76.3%
+724.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -5.8% | -0.3% | -5.5% | -5.7% |
| 30D | -5.2% | -1.5% | -3.7% | -4.6% |
| 3M | +15.2% | -1.9% | +17.1% | +16.2% |
| 6M | +7.1% | -1.7% | +8.8% | +8.0% |
| YTD | +0.8% | -0.8% | +1.6% | +1.3% |
| 1Y | +24.8% | +1.5% | +23.3% | +24.2% |
| 3Y | +6.9% | +8.8% | -1.9% | +3.4% |
| 5Y | +33.2% | +2.0% | +31.2% | +31.8% |
| 10Y | +51.6% | +18.0% | +33.6% | +48.5% |
| All | +800.6% | +76.3% | +724.3% | +813.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling