+886.3%
MOD vs DLTR
+84.2%
+802.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.5% |
| 7D | -17.8% | +5.0% | -22.9% | -19.4% |
| 30D | -43.2% | +18.7% | -61.9% | -46.3% |
| 3M | -46.0% | +8.9% | -54.9% | -47.9% |
| 6M | -62.2% | +49.4% | -111.7% | -67.2% |
| YTD | -22.8% | +14.5% | -37.3% | -28.0% |
| 1Y | -35.5% | +32.5% | -68.0% | -42.4% |
| 3Y | +128.2% | +23.4% | +104.8% | +101.0% |
| 5Y | +791.6% | +26.2% | +765.4% | +651.3% |
| 10Y | +886.3% | +82.4% | +803.9% | +627.9% |
| All | +886.3% | +84.2% | +802.2% | +627.9% |
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