+101.7%
MPC vs DLTR
+33.1%
+68.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +0.1% |
| 7D | -8.8% | +5.0% | -13.9% | -8.2% |
| 30D | -14.4% | +18.7% | -33.1% | -13.0% |
| 3M | +21.9% | +8.9% | +13.1% | +23.3% |
| 6M | +60.1% | +49.4% | +10.7% | +65.5% |
| YTD | +142.3% | +14.5% | +127.8% | +147.8% |
| 1Y | +101.7% | +32.5% | +69.2% | +102.0% |
| All | +101.7% | +33.1% | +68.6% | +102.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling