-40.5%
MDB vs DLTR
+12.1%
-52.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.3% |
| 3M | -29.2% | +6.6% | -35.8% | -30.9% |
| 6M | +10.3% | +59.1% | -48.8% | -3.9% |
| YTD | -20.4% | +12.3% | -32.6% | -24.4% |
| 1Y | -4.8% | +33.9% | -38.7% | -14.3% |
| 3Y | -11.6% | +23.0% | -34.6% | -21.7% |
| All | -40.5% | +12.1% | -52.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling