+166.4%
MTZ vs DLTR
+34.4%
+132.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.6% | +9.4% | +4.8% |
| 7D | +3.6% | -5.8% | +9.4% | +4.6% |
| 30D | -9.6% | -5.2% | -4.4% | -8.9% |
| 3M | -31.9% | +15.2% | -47.1% | -34.2% |
| 6M | -13.8% | +7.1% | -20.9% | -15.9% |
| YTD | +13.3% | +0.8% | +12.4% | +11.7% |
| 1Y | +39.3% | +24.8% | +14.5% | +30.5% |
| 3Y | +168.3% | +6.9% | +161.4% | +157.9% |
| 5Y | +166.4% | +33.2% | +133.2% | +153.0% |
| All | +166.4% | +34.4% | +132.0% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling