+2,972.1%
MCD vs DLTR
+11,640.8%
-8,668.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.8% | +2.5% | -5.3% | -3.1% |
| 30D | -6.0% | +2.1% | -8.1% | -6.3% |
| 3M | -5.6% | +20.3% | -25.8% | -7.9% |
| 6M | -21.9% | +11.5% | -33.4% | -23.3% |
| YTD | -14.7% | +6.8% | -21.5% | -16.0% |
| 1Y | -17.3% | +31.1% | -48.4% | -20.7% |
| 3Y | -2.2% | +10.7% | -12.8% | -6.1% |
| 5Y | +20.3% | +41.6% | -21.3% | +9.9% |
| 10Y | +180.7% | +58.1% | +122.6% | +146.9% |
| All | +2,972.1% | +11,640.8% | -8,668.7% | +1,614.5% |
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 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