+181.3%
MCD vs DLTR
+45.2%
+136.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | -0.2% |
| 7D | -2.9% | -10.2% | +7.4% | -1.3% |
| 30D | -6.7% | -8.5% | +1.8% | -5.6% |
| 3M | -9.6% | +5.6% | -15.1% | -10.5% |
| 6M | -22.3% | +2.2% | -24.5% | -23.0% |
| YTD | -15.4% | -3.8% | -11.7% | -15.6% |
| 1Y | -16.8% | +22.9% | -39.7% | -20.3% |
| 3Y | -2.4% | +2.0% | -4.4% | -5.4% |
| 5Y | +19.4% | +29.8% | -10.5% | +6.4% |
| 10Y | +181.3% | +45.0% | +136.3% | +134.2% |
| All | +181.3% | +45.2% | +136.1% | +134.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling