+1,095.3%
MCHP vs DKS
+6,026.4%
-4,931.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.7% |
| 7D | +0.3% | -2.9% | +3.2% | +1.2% |
| 30D | -9.8% | -37.7% | +28.0% | +2.2% |
| 3M | -19.7% | -38.9% | +19.2% | -8.8% |
| 6M | +13.6% | -31.1% | +44.7% | +23.6% |
| YTD | +16.5% | -31.8% | +48.3% | +27.3% |
| 1Y | +15.7% | -38.0% | +53.7% | +30.2% |
| 3Y | 0.0% | +28.6% | -28.7% | -11.2% |
| 5Y | +4.4% | +12.5% | -8.1% | -7.5% |
| 10Y | +201.4% | +198.3% | +3.1% | +78.6% |
| All | +1,095.3% | +6,026.4% | -4,931.2% | +331.9% |
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 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