+1,319.3%
MU vs DLTR
+34.4%
+1,285.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.0% | -0.7% |
| 7D | +7.2% | -5.8% | +13.0% | +8.1% |
| 30D | +14.0% | -5.2% | +19.2% | +14.7% |
| 3M | +5.4% | +15.2% | -9.8% | +2.2% |
| 6M | +170.3% | +7.1% | +163.2% | +164.2% |
| YTD | +250.7% | +0.8% | +249.8% | +246.7% |
| 1Y | +662.1% | +24.8% | +637.3% | +616.8% |
| 3Y | +1,341.2% | +6.9% | +1,334.3% | +1,261.3% |
| 5Y | +1,319.3% | +33.2% | +1,286.1% | +1,305.3% |
| All | +1,319.3% | +34.4% | +1,285.0% | +1,305.3% |
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 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