+90.1%
DLTR vs MULL
+2,620.5%
-2,530.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.4% | -10.0% | -4.6% |
| 7D | -10.2% | +14.8% | -25.0% | -10.5% |
| 30D | -8.5% | +36.6% | -45.0% | -9.1% |
| 3M | +5.6% | -8.9% | +14.4% | +4.5% |
| 6M | +2.2% | +311.9% | -309.7% | -7.4% |
| YTD | -3.8% | +579.8% | -583.6% | -16.8% |
| 1Y | +22.9% | +2,421.5% | -2,398.6% | -5.1% |
| All | +90.1% | +2,620.5% | -2,530.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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