+1,049.8%
MDB vs DLTR
+43.8%
+1,006.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -17.4% | +2.5% | -19.9% | -18.0% |
| 30D | -2.0% | +2.1% | -4.1% | -2.7% |
| 3M | -3.0% | +20.3% | -23.3% | -7.7% |
| 6M | +48.7% | +11.5% | +37.2% | +43.0% |
| YTD | -12.1% | +6.8% | -19.0% | -14.9% |
| 1Y | +14.5% | +31.1% | -16.6% | +4.8% |
| 3Y | -6.1% | +10.7% | -16.8% | -13.4% |
| 5Y | -27.3% | +41.6% | -68.9% | -36.5% |
| All | +1,049.8% | +43.8% | +1,006.0% | +779.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling