+5,598.2%
DKS vs MKC
+589.5%
+5,008.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.1% |
| 7D | -2.9% | -4.3% | +1.4% | -1.0% |
| 30D | -37.7% | -3.1% | -34.6% | -36.5% |
| 3M | -38.9% | +6.8% | -45.7% | -40.5% |
| 6M | -31.1% | -18.3% | -12.8% | -25.1% |
| YTD | -31.8% | -23.1% | -8.8% | -24.4% |
| 1Y | -38.0% | -23.7% | -14.4% | -31.5% |
| 3Y | +28.6% | -31.0% | +59.6% | +45.2% |
| 5Y | +12.5% | -33.5% | +46.1% | +26.8% |
| 10Y | +198.3% | +30.3% | +168.1% | +118.6% |
| All | +5,598.2% | +589.5% | +5,008.7% | +1,739.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling