+43.2%
MCO vs DLTR
+1.4%
+41.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -3.8% | -10.1% | +6.3% | -2.7% |
| 30D | -0.4% | -8.1% | +7.7% | +0.5% |
| 3M | +7.7% | +2.9% | +4.9% | +7.4% |
| 6M | +7.0% | +4.3% | +2.6% | +6.2% |
| YTD | -6.4% | -3.9% | -2.5% | -6.3% |
| 1Y | -7.6% | +18.9% | -26.5% | -9.7% |
| 3Y | +43.2% | +1.9% | +41.3% | +37.9% |
| All | +43.2% | +1.4% | +41.8% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling