+9.1%
MDB vs DLTR
+19.1%
-10.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -1.8% | -10.1% | +8.3% | -0.9% |
| 30D | -17.3% | -8.1% | -9.2% | -16.8% |
| 3M | +2.2% | +2.9% | -0.7% | +1.5% |
| 6M | +33.9% | +4.3% | +29.5% | +29.4% |
| YTD | -13.7% | -3.9% | -9.8% | -16.0% |
| 1Y | +9.1% | +18.9% | -9.8% | +3.0% |
| All | +9.1% | +19.1% | -10.0% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling