+3.0%
MCHP vs DKS
+13.6%
-10.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.1% |
| 7D | 0.0% | -3.0% | +3.0% | +1.2% |
| 30D | -6.0% | -33.4% | +27.3% | +7.2% |
| 3M | -19.7% | -39.4% | +19.7% | -5.1% |
| 6M | +14.0% | -30.1% | +44.1% | +25.8% |
| YTD | +18.4% | -31.0% | +49.4% | +31.3% |
| 1Y | +17.1% | -40.2% | +57.3% | +37.8% |
| 3Y | +0.7% | +30.9% | -30.2% | -14.6% |
| All | +3.0% | +13.6% | -10.7% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling