+1,064.5%
MOD vs DLTR
+76.3%
+988.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -2.3% | +30.1% | +28.4% |
| 7D | +40.4% | +5.3% | +35.1% | +38.6% |
| 30D | -14.0% | +13.4% | -27.4% | -17.7% |
| 3M | -33.3% | +6.6% | -39.9% | -35.4% |
| 6M | -51.4% | +59.1% | -110.5% | -58.6% |
| YTD | +1.6% | +12.3% | -10.6% | -4.9% |
| 1Y | +5.4% | +33.9% | -28.5% | -6.5% |
| 3Y | +191.0% | +23.0% | +168.0% | +155.9% |
| 5Y | +1,093.1% | +22.1% | +1,071.0% | +913.8% |
| All | +1,064.5% | +76.3% | +988.2% | +747.9% |
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