+20.4%
MCD vs DLTR
+34.4%
-13.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.7% | +0.6% |
| 7D | -2.0% | -5.8% | +3.8% | -1.5% |
| 30D | -6.1% | -5.2% | -0.9% | -5.7% |
| 3M | -7.3% | +15.2% | -22.4% | -8.7% |
| 6M | -20.9% | +7.1% | -28.1% | -21.8% |
| YTD | -14.7% | +0.8% | -15.5% | -15.1% |
| 1Y | -16.1% | +24.8% | -40.9% | -18.5% |
| 3Y | -1.5% | +6.9% | -8.4% | -3.0% |
| 5Y | +20.4% | +33.2% | -12.8% | +18.4% |
| All | +20.4% | +34.4% | -13.9% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling