+243.8%
MET vs DLTR
+45.3%
+198.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.5% | -10.1% | +9.6% | +1.6% |
| 30D | +0.5% | -8.1% | +8.6% | +2.1% |
| 3M | +11.6% | +2.9% | +8.7% | +10.7% |
| 6M | +40.8% | +4.3% | +36.4% | +38.3% |
| YTD | +25.7% | -3.9% | +29.6% | +25.2% |
| 1Y | +24.4% | +18.9% | +5.5% | +18.3% |
| 3Y | +67.5% | +1.9% | +65.5% | +59.5% |
| 5Y | +85.8% | +31.0% | +54.8% | +57.2% |
| All | +243.8% | +45.3% | +198.5% | +169.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling