+11.6%
MDB vs DKS
-38.2%
+49.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | -2.8% | -4.7% | +2.0% | -2.7% |
| 30D | -14.9% | -35.1% | +20.2% | -14.4% |
| 3M | +7.3% | -37.7% | +45.1% | +7.3% |
| 6M | +38.2% | -30.7% | +68.9% | +35.2% |
| YTD | -10.9% | -31.9% | +21.0% | -13.0% |
| 1Y | +11.6% | -40.0% | +51.6% | +11.7% |
| All | +11.6% | -38.2% | +49.9% | +11.7% |
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