+181.3%
MCD vs DKS
+197.0%
-15.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | -2.9% | -2.9% | 0.0% | -2.5% |
| 30D | -6.7% | -37.7% | +31.0% | -2.1% |
| 3M | -9.6% | -38.9% | +29.4% | -4.9% |
| 6M | -22.3% | -31.1% | +8.8% | -19.7% |
| YTD | -15.4% | -31.8% | +16.4% | -12.6% |
| 1Y | -16.8% | -38.0% | +21.2% | -13.2% |
| 3Y | -2.4% | +28.6% | -31.0% | -10.7% |
| 5Y | +19.4% | +12.5% | +6.8% | +7.6% |
| 10Y | +181.3% | +198.3% | -17.0% | +79.6% |
| All | +181.3% | +197.0% | -15.7% | +79.6% |
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