+17.1%
MCHP vs DKS
-39.2%
+56.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.3% |
| 7D | 0.0% | -3.0% | +3.0% | +0.9% |
| 30D | -6.0% | -33.4% | +27.3% | +5.7% |
| 3M | -19.7% | -39.4% | +19.7% | -6.3% |
| 6M | +14.0% | -30.1% | +44.1% | +19.9% |
| YTD | +18.4% | -31.0% | +49.4% | +25.1% |
| 1Y | +17.1% | -40.2% | +57.3% | +30.1% |
| All | +17.1% | -39.2% | +56.3% | +30.1% |
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