+942.1%
MDB vs DLTR
+51.1%
+891.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.1% |
| 7D | +6.8% | +5.3% | +1.5% | +5.6% |
| 30D | -6.2% | +13.4% | -19.6% | -9.2% |
| 3M | -29.2% | +6.6% | -35.8% | -30.9% |
| 6M | +10.3% | +59.1% | -48.8% | -2.9% |
| YTD | -20.4% | +12.3% | -32.6% | -24.1% |
| 1Y | -4.8% | +33.9% | -38.7% | -13.5% |
| 3Y | -11.6% | +23.0% | -34.6% | -21.0% |
| 5Y | -41.0% | +22.1% | -63.1% | -46.7% |
| All | +942.1% | +51.1% | +891.0% | +683.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling