-16.8%
MCD vs DLTR
+19.6%
-36.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | -0.3% |
| 7D | -2.9% | -10.2% | +7.4% | -1.5% |
| 30D | -6.7% | -8.5% | +1.8% | -5.7% |
| 3M | -9.6% | +5.6% | -15.1% | -10.2% |
| 6M | -22.3% | +2.2% | -24.5% | -22.3% |
| YTD | -15.4% | -3.8% | -11.7% | -15.0% |
| 1Y | -16.8% | +22.9% | -39.7% | -20.8% |
| All | -16.8% | +19.6% | -36.4% | -20.8% |
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