-24.5%
MDB vs DKS
+9.4%
-34.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.9% | +1.4% | -1.5% |
| 7D | -18.0% | -0.4% | -17.6% | -18.0% |
| 30D | -10.7% | -36.6% | +25.9% | +4.3% |
| 3M | +1.0% | -37.6% | +38.6% | +18.0% |
| 6M | +31.6% | -32.1% | +63.7% | +45.0% |
| YTD | -15.2% | -32.3% | +17.1% | -7.1% |
| 1Y | +10.1% | -39.5% | +49.6% | +26.1% |
| 3Y | -5.6% | +27.7% | -33.3% | -34.7% |
| 5Y | -24.5% | +15.0% | -39.6% | -55.2% |
| All | -24.5% | +9.4% | -34.0% | -55.2% |
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