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  • MCO vs DLTR✓SelectedUSD · DLTRMCO vs DLTR performance historyLatest closeAs of-1.52%09/10
Stock and ETF performance explorer

MCO vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,029.5%
DLTR return
+10,500.9%
Excess return
-2,471.4%
Maximum drawdown
-78.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D-1.5%+0.2%-1.7%-1.6%
7D-7.3%-9.4%+2.1%-5.8%
30D-1.7%-7.3%+5.6%-0.5%
3M+3.9%+7.6%-3.6%+2.5%
6M+3.8%+1.6%+2.2%+2.8%
YTD-7.9%-3.5%-4.4%-8.2%
1Y-6.8%+20.0%-26.9%-10.8%
3Y+40.9%+2.3%+38.7%+35.1%
5Y+27.5%+31.5%-4.0%+15.2%
10Y+381.4%+45.4%+336.0%+316.5%
All+8,029.5%+10,500.9%-2,471.4%+4,544.5%

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