-5.6%
MDB vs DLTR
+6.7%
-12.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.6% | +2.2% | -2.6% |
| 7D | -18.0% | -5.8% | -12.2% | -17.3% |
| 30D | -10.7% | -5.2% | -5.5% | -10.2% |
| 3M | +1.0% | +15.2% | -14.2% | -1.6% |
| 6M | +31.6% | +7.1% | +24.5% | +28.6% |
| YTD | -15.2% | +0.8% | -16.0% | -16.5% |
| 1Y | +10.1% | +24.8% | -14.7% | +4.3% |
| 3Y | -5.6% | +6.9% | -12.6% | -16.4% |
| All | -5.6% | +6.7% | -12.3% | -16.4% |
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