+1,978.1%
MRK vs DLTR
+10,476.7%
-8,498.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +3.9% | -0.1% |
| 7D | -2.7% | -10.2% | +7.5% | -1.5% |
| 30D | +12.7% | -8.5% | +21.2% | +13.8% |
| 3M | +24.2% | +5.6% | +18.7% | +23.3% |
| 6M | +27.8% | +2.2% | +25.6% | +26.8% |
| YTD | +42.2% | -3.8% | +46.0% | +42.0% |
| 1Y | +80.2% | +22.9% | +57.3% | +74.3% |
| 3Y | +48.4% | +2.0% | +46.3% | +44.0% |
| 5Y | +133.6% | +29.8% | +103.8% | +115.6% |
| 10Y | +236.2% | +45.0% | +191.2% | +197.9% |
| All | +1,978.1% | +10,476.7% | -8,498.6% | +1,013.2% |
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