-21.0%
MDLN vs DKS
-35.7%
+14.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -11.5% | -4.7% | -6.7% | -11.1% |
| 30D | -7.6% | -35.1% | +27.5% | -2.5% |
| 3M | -11.4% | -37.7% | +26.4% | -5.9% |
| 6M | -24.5% | -30.7% | +6.3% | -21.3% |
| YTD | -22.9% | -31.9% | +9.0% | -19.8% |
| All | -21.0% | -35.7% | +14.7% | -17.7% |
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