+966.8%
MOD vs DLTR
+88.8%
+878.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.6% | +5.2% | +8.8% |
| 7D | -13.9% | -1.0% | -12.9% | -14.3% |
| 30D | -41.5% | +15.7% | -57.2% | -44.3% |
| 3M | -45.7% | +4.8% | -50.6% | -47.1% |
| 6M | -61.1% | +45.6% | -106.7% | -66.0% |
| YTD | -20.5% | +11.6% | -32.1% | -25.4% |
| 1Y | -32.1% | +29.8% | -61.9% | -39.1% |
| 3Y | +146.5% | +20.8% | +125.7% | +118.1% |
| 5Y | +812.7% | +23.5% | +789.3% | +672.5% |
| 10Y | +966.8% | +80.5% | +886.4% | +690.5% |
| All | +966.8% | +88.8% | +878.0% | +690.5% |
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 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