-59.1%
DKNG vs MTB
+104.1%
-163.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +3.0% | 0.0% | +3.0% | +3.1% |
| 30D | -3.0% | -4.8% | +1.8% | -0.4% |
| 3M | -17.6% | +6.0% | -23.5% | -20.6% |
| 6M | -3.2% | +19.6% | -22.9% | -13.7% |
| YTD | -28.2% | +21.5% | -49.7% | -36.7% |
| 1Y | -46.1% | +24.7% | -70.8% | -53.2% |
| 3Y | -22.2% | +108.6% | -130.8% | -51.8% |
| All | -59.1% | +104.1% | -163.2% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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