-35.5%
MOD vs DLTR
+33.1%
-68.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -2.6% |
| 7D | -17.8% | +5.0% | -22.9% | -16.8% |
| 30D | -43.2% | +18.7% | -61.9% | -42.2% |
| 3M | -46.0% | +8.9% | -54.9% | -45.0% |
| 6M | -62.2% | +49.4% | -111.7% | -63.0% |
| YTD | -22.8% | +14.5% | -37.3% | -21.3% |
| 1Y | -35.5% | +32.5% | -68.0% | -39.7% |
| All | -35.5% | +33.1% | -68.6% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling