+339.0%
MCK vs DKS
+14.7%
+324.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | -2.9% | -2.0% | -0.9% | -2.9% |
| 30D | +0.4% | -32.7% | +33.2% | +0.9% |
| 3M | +12.1% | -38.8% | +50.9% | +12.9% |
| 6M | -5.4% | -29.4% | +24.0% | -5.2% |
| YTD | +7.8% | -30.3% | +38.1% | +8.0% |
| 1Y | +22.9% | -39.6% | +62.5% | +23.8% |
| 3Y | +110.7% | +32.2% | +78.5% | +100.7% |
| All | +339.0% | +14.7% | +324.3% | +320.7% |
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 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