+254.1%
MP vs DLTR
+48.9%
+205.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.9% | +9.9% | +6.1% |
| 7D | -10.5% | -2.0% | -8.5% | -10.4% |
| 30D | -23.5% | +12.8% | -36.3% | -26.3% |
| 3M | -25.4% | +1.1% | -26.6% | -26.3% |
| 6M | -51.3% | +35.9% | -87.1% | -56.1% |
| YTD | -29.9% | +6.6% | -36.5% | -32.6% |
| 1Y | -31.8% | +28.6% | -60.4% | -38.0% |
| 3Y | +127.0% | +14.0% | +112.9% | +110.4% |
| 5Y | -3.3% | +19.2% | -22.5% | -11.1% |
| All | +254.1% | +48.9% | +205.2% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling