-18.2%
MDT vs DLTR
+30.4%
-48.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -3.4% | -10.1% | +6.7% | -2.5% |
| 30D | +0.2% | -8.1% | +8.3% | +1.0% |
| 3M | +14.3% | +2.9% | +11.4% | +14.0% |
| 6M | +4.0% | +4.3% | -0.3% | +3.4% |
| YTD | -3.7% | -3.9% | +0.3% | -3.8% |
| 1Y | -0.4% | +18.9% | -19.2% | -2.3% |
| 3Y | +23.3% | +1.9% | +21.4% | +22.3% |
| All | -18.2% | +30.4% | -48.6% | -16.7% |
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