+5,541.0%
MCHP vs DLTR
+10,476.7%
-4,935.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.8% |
| 7D | +0.3% | -10.2% | +10.6% | +3.5% |
| 30D | -9.8% | -8.5% | -1.3% | -7.7% |
| 3M | -19.7% | +5.6% | -25.3% | -21.6% |
| 6M | +13.6% | +2.2% | +11.4% | +10.8% |
| YTD | +16.5% | -3.8% | +20.3% | +15.4% |
| 1Y | +15.7% | +22.9% | -7.2% | +6.2% |
| 3Y | 0.0% | +2.0% | -2.1% | -6.5% |
| 5Y | +4.4% | +29.8% | -25.4% | -12.1% |
| 10Y | +201.4% | +45.0% | +156.4% | +134.8% |
| All | +5,541.0% | +10,476.7% | -4,935.8% | +1,301.3% |
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