-38.4%
MDB vs DKS
+29.6%
-67.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +3.0% | +1.3% | +1.7% | +2.5% |
| 30D | -11.3% | +8.9% | -20.2% | -14.9% |
| 3M | -23.0% | -26.4% | +3.3% | -15.9% |
| 6M | +14.8% | -31.1% | +45.8% | +26.8% |
| YTD | -19.4% | -22.8% | +3.4% | -17.0% |
| 1Y | -9.0% | -29.5% | +20.5% | -2.3% |
| 3Y | -10.3% | +42.8% | -53.1% | -40.9% |
| 5Y | -38.4% | +29.2% | -67.5% | -63.2% |
| All | -38.4% | +29.6% | -67.9% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling