+1,893.7%
MMM vs DLTR
+12,235.8%
-10,342.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -0.4% | +5.3% | -5.7% | -1.1% |
| 30D | +12.1% | +13.4% | -1.3% | +10.3% |
| 3M | +1.4% | +6.6% | -5.2% | +0.4% |
| 6M | +26.6% | +59.1% | -32.5% | +18.6% |
| YTD | +16.8% | +12.3% | +4.6% | +14.3% |
| 1Y | +10.1% | +33.9% | -23.8% | +5.2% |
| 3Y | +158.4% | +23.0% | +135.4% | +144.4% |
| 5Y | +43.1% | +22.1% | +21.0% | +34.0% |
| 10Y | +74.2% | +77.5% | -3.3% | +51.6% |
| All | +1,893.7% | +12,235.8% | -10,342.1% | +1,111.7% |
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 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