-7.6%
MCO vs DKS
-38.6%
+31.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.5% |
| 7D | -3.8% | -2.0% | -1.7% | -3.7% |
| 30D | -0.4% | -32.7% | +32.3% | +0.9% |
| 3M | +7.7% | -38.8% | +46.5% | +9.6% |
| 6M | +7.0% | -29.4% | +36.4% | +8.3% |
| YTD | -6.4% | -30.3% | +23.9% | -5.1% |
| 1Y | -7.6% | -39.6% | +32.0% | -6.7% |
| All | -7.6% | -38.6% | +31.0% | -6.7% |
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 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