+442.2%
MTZ vs DLTR
+84.2%
+358.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -7.0% | -4.9% |
| 7D | -8.7% | +5.0% | -13.8% | -10.3% |
| 30D | -15.0% | +18.7% | -33.7% | -19.1% |
| 3M | -32.6% | +8.9% | -41.5% | -34.8% |
| 6M | -56.3% | +49.4% | -105.8% | -61.6% |
| YTD | -16.8% | +14.5% | -31.3% | -21.8% |
| 1Y | -10.0% | +32.5% | -42.5% | -19.0% |
| 3Y | +267.1% | +23.4% | +243.7% | +226.4% |
| 5Y | +89.9% | +26.2% | +63.7% | +61.1% |
| 10Y | +442.2% | +82.4% | +359.8% | +299.8% |
| All | +442.2% | +84.2% | +358.1% | +299.8% |
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