-10.0%
MTZ vs DLTR
+33.1%
-43.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -7.0% | -4.1% |
| 7D | -8.7% | +5.0% | -13.8% | -8.1% |
| 30D | -15.0% | +18.7% | -33.7% | -14.2% |
| 3M | -32.6% | +8.9% | -41.5% | -31.8% |
| 6M | -56.3% | +49.4% | -105.8% | -57.1% |
| YTD | -16.8% | +14.5% | -31.3% | -14.9% |
| 1Y | -10.0% | +32.5% | -42.5% | -10.9% |
| All | -10.0% | +33.1% | -43.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling