+3,101.0%
MPC vs DLTR
+298.4%
+2,802.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.4% | +2.5% | +3.0% | +4.8% |
| 30D | +31.0% | +2.1% | +28.9% | +30.2% |
| 3M | +46.0% | +20.3% | +25.8% | +38.6% |
| 6M | +77.3% | +11.5% | +65.8% | +69.7% |
| YTD | +141.9% | +6.8% | +135.1% | +133.2% |
| 1Y | +120.9% | +31.1% | +89.8% | +99.7% |
| 3Y | +182.7% | +10.7% | +172.0% | +156.5% |
| 5Y | +646.4% | +41.6% | +604.8% | +473.6% |
| 10Y | +1,138.7% | +58.1% | +1,080.6% | +755.8% |
| All | +3,101.0% | +298.4% | +2,802.6% | +960.9% |
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