-7.7%
MDB vs DKS
-29.5%
+21.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -2.0% |
| 7D | -16.5% | +8.4% | -25.0% | -16.4% |
| 30D | -8.6% | +7.7% | -16.3% | -8.6% |
| 3M | -13.6% | -25.8% | +12.2% | -14.3% |
| 6M | +24.1% | -31.0% | +55.1% | +21.4% |
| YTD | -21.8% | -23.8% | +2.0% | -24.9% |
| 1Y | -7.7% | -29.8% | +22.1% | -9.9% |
| All | -7.7% | -29.5% | +21.8% | -9.9% |
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 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