+3,106.3%
MPC vs DLTR
+326.9%
+2,779.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.7% |
| 7D | -8.8% | +5.0% | -13.9% | -10.2% |
| 30D | -14.4% | +18.7% | -33.1% | -18.4% |
| 3M | +21.9% | +8.9% | +13.1% | +18.4% |
| 6M | +60.1% | +49.4% | +10.7% | +41.6% |
| YTD | +142.3% | +14.5% | +127.8% | +127.8% |
| 1Y | +101.7% | +32.5% | +69.2% | +81.4% |
| 3Y | +184.8% | +23.4% | +161.3% | +149.3% |
| 5Y | +564.6% | +26.2% | +538.4% | +440.0% |
| 10Y | +1,098.3% | +82.4% | +1,015.9% | +686.5% |
| All | +3,106.3% | +326.9% | +2,779.5% | +936.4% |
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