-24.5%
MDB vs DLTR
+27.2%
-51.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.2% | +1.7% |
| 7D | -4.5% | -10.2% | +5.7% | -2.3% |
| 30D | -14.0% | -8.5% | -5.5% | -12.6% |
| 3M | +5.3% | +5.6% | -0.2% | +3.4% |
| 6M | +31.9% | +2.2% | +29.7% | +29.3% |
| YTD | -14.6% | -3.8% | -10.9% | -15.3% |
| 1Y | +8.2% | +22.9% | -14.7% | +0.5% |
| 3Y | -5.0% | +2.0% | -7.1% | -10.4% |
| 5Y | -24.5% | +29.8% | -54.4% | -16.5% |
| All | -24.5% | +27.2% | -51.7% | -16.5% |
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 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