+453.7%
MP vs DLTR
+40.8%
+412.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.2% | +3.0% |
| 7D | +3.0% | -5.8% | +8.9% | +4.5% |
| 30D | +8.3% | -5.2% | +13.6% | +9.6% |
| 3M | -3.8% | +15.2% | -19.0% | -8.1% |
| 6M | -4.9% | +7.1% | -12.0% | -8.0% |
| YTD | +9.6% | +0.8% | +8.8% | +7.5% |
| 1Y | -11.7% | +24.8% | -36.5% | -19.0% |
| 3Y | +158.5% | +6.9% | +151.6% | +145.1% |
| 5Y | +68.9% | +33.2% | +35.7% | +50.7% |
| All | +453.7% | +40.8% | +412.9% | +358.6% |
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