+267.3%
MP vs DLTR
+62.2%
+205.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | +0.4% |
| 7D | +2.3% | -2.8% | +5.1% | +2.9% |
| 30D | -15.3% | +21.5% | -36.8% | -19.8% |
| 3M | -33.5% | +11.6% | -45.1% | -35.8% |
| 6M | -45.5% | +58.7% | -104.3% | -52.8% |
| YTD | -27.3% | +16.2% | -43.5% | -31.5% |
| 1Y | -40.7% | +34.8% | -75.5% | -46.7% |
| 3Y | +145.9% | +25.3% | +120.6% | +122.4% |
| 5Y | -13.9% | +25.8% | -39.7% | -21.8% |
| All | +267.3% | +62.2% | +205.1% | +192.0% |
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