+753.2%
MTZ vs DLTR
+45.2%
+707.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.3% | -1.1% |
| 7D | +2.3% | -10.2% | +12.5% | +5.0% |
| 30D | -10.3% | -8.5% | -1.8% | -8.6% |
| 3M | -31.8% | +5.6% | -37.4% | -33.3% |
| 6M | -19.2% | +2.2% | -21.4% | -21.0% |
| YTD | +10.7% | -3.8% | +14.5% | +9.7% |
| 1Y | +37.5% | +22.9% | +14.6% | +26.7% |
| 3Y | +162.4% | +2.0% | +160.3% | +147.5% |
| 5Y | +166.3% | +29.8% | +136.5% | +121.6% |
| 10Y | +753.2% | +45.0% | +708.1% | +542.2% |
| All | +753.2% | +45.2% | +707.9% | +542.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling