-16.0%
MCD vs DKS
-40.5%
+24.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.3% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | -6.1% | -36.6% | +30.5% | -4.2% |
| 3M | -7.3% | -37.6% | +30.4% | -5.2% |
| 6M | -20.9% | -32.1% | +11.1% | -20.0% |
| YTD | -14.7% | -32.3% | +17.7% | -13.7% |
| All | -16.0% | -40.5% | +24.5% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling