+14.5%
MDB vs DKS
-32.3%
+46.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.1% |
| 7D | -17.4% | +3.0% | -20.4% | -17.4% |
| 30D | -2.0% | -30.5% | +28.5% | -1.6% |
| 3M | -3.0% | -35.7% | +32.7% | -3.2% |
| 6M | +48.7% | -29.7% | +78.4% | +46.0% |
| YTD | -12.1% | -28.9% | +16.7% | -14.2% |
| 1Y | +14.5% | -35.9% | +50.4% | +14.2% |
| All | +14.5% | -32.3% | +46.8% | +14.2% |
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 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