+5,744.5%
MU vs DLTR
+45.9%
+5,698.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +2.0% | -9.4% | +11.5% | +4.3% |
| 30D | +12.5% | -7.3% | +19.9% | +14.1% |
| 3M | +9.6% | +7.6% | +2.0% | +6.6% |
| 6M | +142.6% | +1.6% | +141.0% | +136.9% |
| YTD | +242.7% | -3.5% | +246.2% | +238.4% |
| 1Y | +599.3% | +20.0% | +579.2% | +547.9% |
| 3Y | +1,308.3% | +2.3% | +1,306.0% | +1,214.3% |
| 5Y | +1,263.7% | +31.5% | +1,232.2% | +1,027.1% |
| All | +5,744.5% | +45.9% | +5,698.6% | +4,383.3% |
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