+211.3%
MCD vs DKS
+244.9%
-33.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.1% | +1.2% |
| 7D | +5.9% | +3.8% | +2.1% | +5.5% |
| 30D | +19.6% | +8.1% | +11.6% | +18.5% |
| 3M | +3.3% | -28.6% | +31.9% | +6.5% |
| 6M | +3.5% | -33.6% | +37.1% | +7.5% |
| YTD | -6.1% | -23.8% | +17.7% | -4.4% |
| 1Y | -3.7% | -30.7% | +27.1% | -0.8% |
| 3Y | +13.4% | +41.5% | -28.2% | +2.6% |
| 5Y | +25.2% | +23.0% | +2.1% | +11.9% |
| 10Y | +211.3% | +236.0% | -24.7% | +92.4% |
| All | +211.3% | +244.9% | -33.7% | +92.4% |
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