+2,636.1%
MRSH vs DLTR
+10,457.1%
-7,821.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -4.8% | -10.1% | +5.3% | -3.1% |
| 30D | -6.3% | -8.1% | +1.8% | -5.1% |
| 3M | +5.8% | +2.9% | +2.9% | +5.2% |
| 6M | +2.8% | +4.3% | -1.6% | +1.3% |
| YTD | -3.1% | -3.9% | +0.8% | -3.5% |
| 1Y | -11.3% | +18.9% | -30.2% | -14.9% |
| 3Y | -5.0% | +1.9% | -6.9% | -9.4% |
| 5Y | +19.2% | +31.0% | -11.8% | +6.4% |
| 10Y | +217.4% | +44.8% | +172.6% | +168.7% |
| All | +2,636.1% | +10,457.1% | -7,821.0% | +1,107.5% |
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