-20.7%
MDLN vs DKS
-34.1%
+13.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | +0.2% |
| 7D | -11.1% | -2.0% | -9.1% | -10.9% |
| 30D | -8.4% | -32.7% | +24.4% | -3.8% |
| 3M | -12.4% | -38.8% | +26.4% | -6.4% |
| 6M | -23.3% | -29.4% | +6.2% | -20.2% |
| YTD | -22.5% | -30.3% | +7.8% | -19.6% |
| All | -20.7% | -34.1% | +13.5% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling