+3,498.4%
MCK vs DKS
+6,103.2%
-2,604.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -2.9% | -3.0% | 0.0% | -2.5% |
| 30D | +0.4% | -33.4% | +33.8% | +4.9% |
| 3M | +12.1% | -39.4% | +51.5% | +18.4% |
| 6M | -5.4% | -30.1% | +24.7% | -2.5% |
| YTD | +7.8% | -31.0% | +38.7% | +11.2% |
| 1Y | +22.9% | -40.2% | +63.1% | +29.0% |
| 3Y | +110.7% | +30.9% | +79.8% | +90.4% |
| 5Y | +346.2% | +14.0% | +332.1% | +297.1% |
| 10Y | +440.1% | +202.1% | +238.1% | +274.4% |
| All | +3,498.4% | +6,103.2% | -2,604.7% | +1,597.2% |
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