+2,968.0%
MPC vs DLTR
+297.5%
+2,670.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | 0.0% |
| 7D | -16.2% | -2.0% | -14.1% | -16.1% |
| 30D | -15.7% | +12.8% | -28.5% | -18.7% |
| 3M | +24.9% | +1.1% | +23.8% | +23.4% |
| 6M | +52.7% | +35.9% | +16.8% | +38.2% |
| YTD | +131.9% | +6.6% | +125.2% | +121.8% |
| 1Y | +96.6% | +28.6% | +68.0% | +77.8% |
| 3Y | +163.8% | +14.0% | +149.7% | +135.6% |
| 5Y | +533.1% | +19.2% | +513.9% | +420.4% |
| 10Y | +1,118.6% | +78.1% | +1,040.5% | +699.8% |
| All | +2,968.0% | +297.5% | +2,670.5% | +909.0% |
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 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