+154.3%
MP vs DLTR
+11.8%
+142.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -2.9% | +2.5% | -5.3% | -3.3% |
| 30D | +13.8% | +2.1% | +11.8% | +13.2% |
| 3M | -16.7% | +20.3% | -37.0% | -20.3% |
| 6M | -11.5% | +11.5% | -23.0% | -14.3% |
| YTD | +7.9% | +6.8% | +1.1% | +5.3% |
| 1Y | -15.0% | +31.1% | -46.1% | -21.6% |
| All | +154.3% | +11.8% | +142.6% | +134.6% |
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 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