+5,875.1%
MU vs DLTR
+11,640.8%
-5,765.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +6.0% |
| 7D | +9.0% | +2.5% | +6.5% | +8.1% |
| 30D | +13.8% | +2.1% | +11.7% | +12.8% |
| 3M | +2.1% | +20.3% | -18.2% | -4.2% |
| 6M | +153.8% | +11.5% | +142.3% | +139.5% |
| YTD | +256.4% | +6.8% | +249.6% | +239.8% |
| 1Y | +719.8% | +31.1% | +688.7% | +630.9% |
| 3Y | +1,360.4% | +10.7% | +1,349.7% | +1,210.2% |
| 5Y | +1,312.4% | +41.6% | +1,270.8% | +1,025.2% |
| 10Y | +6,142.6% | +58.1% | +6,084.4% | +4,438.1% |
| All | +5,875.1% | +11,640.8% | -5,765.8% | +1,030.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling