+810.7%
MOD vs DLTR
+80.3%
+730.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +16.1% | +2.4% | +13.7% | +15.4% |
| 30D | -38.5% | +21.5% | -60.0% | -42.2% |
| 3M | -46.8% | +9.8% | -56.7% | -48.8% |
| 6M | -61.6% | +58.6% | -120.2% | -67.2% |
| YTD | -20.5% | +14.8% | -35.4% | -25.9% |
| 1Y | -28.0% | +33.0% | -61.1% | -35.8% |
| 3Y | +134.9% | +23.8% | +111.1% | +106.9% |
| 5Y | +833.2% | +24.9% | +808.2% | +689.7% |
| All | +810.7% | +80.3% | +730.4% | +560.5% |
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