-1.2%
MCD vs DKS
+33.7%
-34.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +3.0% | -5.8% | -2.9% |
| 30D | -6.0% | -30.5% | +24.5% | -4.9% |
| 3M | -5.6% | -35.7% | +30.1% | -4.2% |
| 6M | -21.9% | -29.7% | +7.8% | -21.1% |
| YTD | -14.7% | -28.9% | +14.2% | -13.9% |
| 1Y | -17.3% | -35.9% | +18.6% | -16.2% |
| All | -1.2% | +33.7% | -34.9% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling