+1,174.7%
MPC vs DLTR
+45.2%
+1,129.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.4% |
| 7D | +3.2% | -10.2% | +13.5% | +5.7% |
| 30D | +25.0% | -8.5% | +33.5% | +27.3% |
| 3M | +55.2% | +5.6% | +49.6% | +52.4% |
| 6M | +86.4% | +2.2% | +84.2% | +82.6% |
| YTD | +148.5% | -3.8% | +152.2% | +146.2% |
| 1Y | +121.7% | +22.9% | +98.8% | +104.8% |
| 3Y | +172.9% | +2.0% | +170.8% | +154.3% |
| 5Y | +679.9% | +29.8% | +650.1% | +511.9% |
| 10Y | +1,174.7% | +45.0% | +1,129.7% | +795.7% |
| All | +1,174.7% | +45.2% | +1,129.5% | +795.7% |
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