+3,201.7%
MCD vs DLTR
+12,666.4%
-9,464.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.8% |
| 7D | -1.9% | -2.8% | +0.9% | -1.6% |
| 30D | +16.6% | +21.5% | -4.9% | +13.7% |
| 3M | +0.9% | +11.6% | -10.6% | -0.6% |
| 6M | +1.5% | +58.7% | -57.3% | -4.7% |
| YTD | -8.3% | +16.2% | -24.5% | -10.7% |
| 1Y | -8.1% | +34.8% | -43.0% | -12.3% |
| 3Y | +10.3% | +25.3% | -14.9% | +4.2% |
| 5Y | +23.4% | +25.8% | -2.4% | +14.7% |
| 10Y | +205.9% | +83.7% | +122.3% | +164.0% |
| All | +3,201.7% | +12,666.4% | -9,464.7% | +1,721.2% |
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 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