+8,147.1%
MO vs DLTR
+10,476.7%
-2,329.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | 0.0% |
| 7D | -2.4% | -10.2% | +7.8% | -1.5% |
| 30D | +3.6% | -8.5% | +12.1% | +4.4% |
| 3M | -3.7% | +5.6% | -9.3% | -4.3% |
| 6M | +4.5% | +2.2% | +2.3% | +3.9% |
| YTD | +21.5% | -3.8% | +25.3% | +21.3% |
| 1Y | +9.5% | +22.9% | -13.4% | +6.8% |
| 3Y | +93.6% | +2.0% | +91.5% | +89.0% |
| 5Y | +97.5% | +29.8% | +67.7% | +85.9% |
| 10Y | +111.2% | +45.0% | +66.1% | +93.0% |
| All | +8,147.1% | +10,476.7% | -2,329.7% | +5,308.5% |
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