-10.5%
MDB vs DKS
+44.5%
-55.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +3.0% | +1.3% | +1.7% | +2.7% |
| 30D | -11.3% | +8.9% | -20.2% | -13.4% |
| 3M | -23.0% | -26.4% | +3.3% | -18.4% |
| 6M | +14.8% | -31.1% | +45.8% | +22.5% |
| YTD | -19.4% | -22.8% | +3.4% | -18.2% |
| 1Y | -9.0% | -29.5% | +20.5% | -4.7% |
| All | -10.5% | +44.5% | -55.1% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling