+12.4%
DKS vs MKC
-33.9%
+46.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | -4.7% | -2.8% | -1.9% | -4.0% |
| 30D | -35.1% | -3.4% | -31.7% | -34.2% |
| 3M | -37.7% | +3.8% | -41.5% | -37.9% |
| 6M | -30.7% | -17.9% | -12.8% | -27.4% |
| YTD | -31.9% | -23.6% | -8.3% | -27.7% |
| 1Y | -40.0% | -23.1% | -16.9% | -36.6% |
| 3Y | +28.4% | -31.5% | +59.9% | +39.3% |
| 5Y | +12.4% | -33.1% | +45.5% | +33.7% |
| All | +12.4% | -33.9% | +46.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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