+15,612.2%
MA vs DLTR
+1,545.9%
+14,066.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -0.5% | +2.4% | -2.9% | -1.1% |
| 30D | +7.9% | +21.5% | -13.6% | +3.0% |
| 3M | +16.8% | +9.8% | +6.9% | +13.8% |
| 6M | +31.0% | +58.6% | -27.7% | +16.4% |
| YTD | +15.0% | +14.8% | +0.2% | +9.6% |
| 1Y | +17.0% | +33.0% | -16.0% | +7.4% |
| 3Y | +68.5% | +23.8% | +44.6% | +50.7% |
| 5Y | +85.0% | +24.9% | +60.0% | +59.0% |
| 10Y | +561.3% | +81.6% | +479.8% | +372.5% |
| All | +15,612.2% | +1,545.9% | +14,066.4% | +5,695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling