+10.3%
MDB vs DLTR
+55.4%
-45.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.6% | -1.7% |
| 7D | +6.8% | +5.3% | +1.5% | +6.9% |
| 30D | -6.2% | +13.4% | -19.6% | -5.8% |
| 3M | -29.2% | +6.6% | -35.8% | -28.8% |
| 6M | +10.3% | +59.1% | -48.8% | +7.0% |
| All | +10.3% | +55.4% | -45.1% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling