+298.8%
MXL vs DLTR
+491.9%
-193.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +8.0% | +7.7% |
| 7D | +18.9% | -10.1% | +28.9% | +22.2% |
| 30D | +0.3% | -8.1% | +8.4% | +2.2% |
| 3M | -8.0% | +2.9% | -10.9% | -10.5% |
| 6M | +341.2% | +4.3% | +336.9% | +323.5% |
| YTD | +327.8% | -3.9% | +331.8% | +319.8% |
| 1Y | +364.9% | +18.9% | +346.0% | +324.9% |
| 3Y | +229.2% | +1.9% | +227.3% | +203.1% |
| 5Y | +42.8% | +31.0% | +11.8% | +16.1% |
| 10Y | +303.1% | +44.8% | +258.3% | +198.2% |
| All | +298.8% | +491.9% | -193.2% | +68.3% |
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