+1,893.9%
MDT vs DLTR
+10,476.7%
-8,582.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.0% | +0.1% |
| 7D | -0.3% | -10.2% | +9.9% | +1.1% |
| 30D | +2.8% | -8.5% | +11.3% | +4.0% |
| 3M | +13.1% | +5.6% | +7.5% | +12.2% |
| 6M | +2.3% | +2.2% | +0.1% | +1.5% |
| YTD | -2.7% | -3.8% | +1.1% | -2.9% |
| 1Y | +0.9% | +22.9% | -22.1% | -2.9% |
| 3Y | +26.8% | +2.0% | +24.8% | +22.5% |
| 5Y | -19.5% | +29.8% | -49.3% | -26.4% |
| 10Y | +40.6% | +45.0% | -4.5% | +22.7% |
| All | +1,893.9% | +10,476.7% | -8,582.9% | +885.1% |
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