+959.5%
MDB vs DKS
+635.4%
+324.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.3% |
| 7D | +11.6% | +3.3% | +8.3% | +10.5% |
| 30D | -8.9% | +5.9% | -14.8% | -11.0% |
| 3M | -22.4% | -27.4% | +5.1% | -16.7% |
| 6M | +10.1% | -32.6% | +42.7% | +19.5% |
| YTD | -19.0% | -24.8% | +5.8% | -16.0% |
| 1Y | -7.0% | -32.8% | +25.8% | 0.0% |
| 3Y | -9.8% | +39.1% | -48.9% | -26.7% |
| 5Y | -40.1% | +25.0% | -65.1% | -52.2% |
| All | +959.5% | +635.4% | +324.1% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling