+6,134.5%
MCK vs DLTR
+10,457.1%
-4,322.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -2.9% | -10.1% | +7.2% | -1.8% |
| 30D | +0.4% | -8.1% | +8.5% | +1.4% |
| 3M | +12.1% | +2.9% | +9.2% | +11.6% |
| 6M | -5.4% | +4.3% | -9.8% | -6.4% |
| YTD | +7.8% | -3.9% | +11.7% | +7.5% |
| 1Y | +22.9% | +18.9% | +4.1% | +19.4% |
| 3Y | +110.7% | +1.9% | +108.8% | +103.8% |
| 5Y | +346.2% | +31.0% | +315.2% | +310.1% |
| 10Y | +440.1% | +44.8% | +395.4% | +381.6% |
| All | +6,134.5% | +10,457.1% | -4,322.6% | +3,833.9% |
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