+195.2%
MCD vs DKS
+217.6%
-22.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.1% |
| 7D | -1.6% | +3.3% | -4.8% | -2.0% |
| 30D | +16.0% | +5.9% | +10.1% | +15.2% |
| 3M | 0.0% | -27.4% | +27.4% | +2.9% |
| 6M | +0.9% | -32.6% | +33.6% | +4.6% |
| YTD | -8.7% | -24.8% | +16.1% | -6.9% |
| 1Y | -8.6% | -32.8% | +24.3% | -5.5% |
| 3Y | +9.9% | +39.1% | -29.2% | -0.3% |
| 5Y | +22.6% | +25.0% | -2.4% | +9.3% |
| All | +195.2% | +217.6% | -22.4% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling