+2,663.8%
MCD vs DKS
+6,292.4%
-3,628.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.8% | +3.0% | -5.8% | -3.2% |
| 30D | -6.0% | -30.5% | +24.5% | -2.0% |
| 3M | -5.6% | -35.7% | +30.1% | -0.6% |
| 6M | -21.9% | -29.7% | +7.8% | -19.0% |
| YTD | -14.7% | -28.9% | +14.2% | -11.9% |
| 1Y | -17.3% | -35.9% | +18.6% | -13.5% |
| 3Y | -2.2% | +28.2% | -30.3% | -10.6% |
| 5Y | +20.3% | +11.8% | +8.5% | +8.2% |
| 10Y | +180.7% | +211.6% | -30.9% | +93.7% |
| All | +2,663.8% | +6,292.4% | -3,628.7% | +1,066.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling