+171.7%
MPC vs DLTR
+6.7%
+165.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.6% | +7.9% | +2.7% |
| 7D | +3.9% | -5.8% | +9.7% | +4.3% |
| 30D | +33.8% | -5.2% | +39.0% | +34.2% |
| 3M | +49.9% | +15.2% | +34.7% | +48.1% |
| 6M | +80.9% | +7.1% | +73.8% | +79.8% |
| YTD | +147.4% | +0.8% | +146.6% | +147.1% |
| 1Y | +123.2% | +24.8% | +98.4% | +116.6% |
| 3Y | +171.7% | +6.9% | +164.8% | +136.8% |
| All | +171.7% | +6.7% | +165.1% | +136.8% |
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