+317.5%
MOD vs DLTR
+11.8%
+305.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.3% |
| 7D | +9.6% | +2.5% | +7.1% | +9.2% |
| 30D | 0.0% | +2.1% | -2.0% | -0.3% |
| 3M | -35.4% | +20.3% | -55.6% | -37.4% |
| 6M | -7.3% | +11.5% | -18.8% | -9.2% |
| YTD | +45.8% | +6.8% | +39.0% | +43.4% |
| 1Y | +43.1% | +31.1% | +12.1% | +35.3% |
| All | +317.5% | +11.8% | +305.8% | +316.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling