+954.3%
MDB vs DKS
+655.2%
+299.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +3.0% | +1.3% | +1.7% | +2.6% |
| 30D | -11.3% | +8.9% | -20.2% | -14.0% |
| 3M | -23.0% | -26.4% | +3.3% | -17.7% |
| 6M | +14.8% | -31.1% | +45.8% | +23.8% |
| YTD | -19.4% | -22.8% | +3.4% | -17.1% |
| 1Y | -9.0% | -29.5% | +20.5% | -3.6% |
| 3Y | -10.3% | +42.8% | -53.1% | -27.6% |
| 5Y | -38.4% | +29.2% | -67.5% | -51.3% |
| All | +954.3% | +655.2% | +299.1% | +464.3% |
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