+4,407.5%
MU vs DLTR
+76.3%
+4,331.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.0% |
| 7D | +12.8% | +5.3% | +7.5% | +11.6% |
| 30D | -14.9% | +13.4% | -28.3% | -17.4% |
| 3M | -18.0% | +6.6% | -24.6% | -19.8% |
| 6M | -3.1% | +59.1% | -62.2% | -15.0% |
| YTD | +172.9% | +12.3% | +160.6% | +159.4% |
| 1Y | +228.8% | +33.9% | +195.0% | +197.4% |
| 3Y | +950.8% | +23.0% | +927.8% | +836.6% |
| 5Y | +931.3% | +22.1% | +909.2% | +788.0% |
| All | +4,407.5% | +76.3% | +4,331.3% | +3,172.0% |
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 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