+17.0%
MA vs DLTR
+33.3%
-16.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.5% | +2.4% | -2.9% | -0.9% |
| 30D | +7.9% | +21.5% | -13.6% | +5.4% |
| 3M | +16.8% | +9.8% | +6.9% | +15.3% |
| 6M | +31.0% | +58.6% | -27.7% | +24.6% |
| YTD | +15.0% | +14.8% | +0.2% | +13.8% |
| 1Y | +17.0% | +33.0% | -16.0% | +9.5% |
| All | +17.0% | +33.3% | -16.3% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling