+1,722.1%
MMM vs DLTR
+11,640.8%
-9,918.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.3% | +2.5% | -5.8% | -3.6% |
| 30D | -7.0% | +2.1% | -9.1% | -7.3% |
| 3M | +10.8% | +20.3% | -9.5% | +8.0% |
| 6M | +5.8% | +11.5% | -5.7% | +3.7% |
| YTD | +6.8% | +6.8% | -0.1% | +5.2% |
| 1Y | +10.4% | +31.1% | -20.7% | +5.7% |
| 3Y | +104.7% | +10.7% | +94.0% | +96.4% |
| 5Y | +23.6% | +41.6% | -18.0% | +13.5% |
| 10Y | +54.1% | +58.1% | -4.0% | +36.1% |
| All | +1,722.1% | +11,640.8% | -9,918.7% | +1,015.5% |
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