+49.3%
MMM vs DLTR
+28.6%
+20.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | -2.6% | -2.8% | +0.2% | -2.2% |
| 30D | +17.4% | +21.5% | -4.1% | +13.9% |
| 3M | +3.6% | +11.6% | -8.0% | +1.7% |
| 6M | +33.0% | +58.7% | -25.7% | +23.1% |
| YTD | +19.6% | +16.2% | +3.5% | +16.1% |
| 1Y | +14.0% | +34.8% | -20.8% | +8.1% |
| 3Y | +164.3% | +25.3% | +139.0% | +149.4% |
| 5Y | +49.3% | +25.8% | +23.5% | +42.6% |
| All | +49.3% | +28.6% | +20.8% | +42.6% |
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