+199.5%
MCHP vs DKS
+206.3%
-6.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.9% |
| 7D | 0.0% | -2.0% | +2.1% | +0.7% |
| 30D | -6.0% | -32.7% | +26.7% | +4.7% |
| 3M | -19.7% | -38.8% | +19.1% | -8.0% |
| 6M | +14.0% | -29.4% | +43.5% | +23.8% |
| YTD | +18.4% | -30.3% | +48.7% | +29.2% |
| 1Y | +17.1% | -39.6% | +56.7% | +34.0% |
| 3Y | +0.7% | +32.2% | -31.5% | -11.6% |
| 5Y | +5.1% | +15.1% | -10.0% | -8.6% |
| All | +199.5% | +206.3% | -6.9% | +62.0% |
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