+37.0%
MDT vs DKS
+203.5%
-166.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -3.4% | -3.0% | -0.4% | -3.0% |
| 30D | +0.2% | -33.4% | +33.6% | +4.9% |
| 3M | +14.3% | -39.4% | +53.6% | +21.1% |
| 6M | +4.0% | -30.1% | +34.1% | +8.0% |
| YTD | -3.7% | -31.0% | +27.3% | 0.0% |
| 1Y | -0.4% | -40.2% | +39.8% | +5.2% |
| 3Y | +23.3% | +30.9% | -7.6% | +13.5% |
| 5Y | -18.9% | +14.0% | -32.9% | -26.4% |
| All | +37.0% | +203.5% | -166.5% | -14.0% |
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