-18.3%
MDT vs DKS
+12.8%
-31.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | -4.7% | +3.2% | -1.1% |
| 30D | +1.0% | -35.1% | +36.1% | +4.6% |
| 3M | +15.2% | -37.7% | +52.9% | +19.8% |
| 6M | +3.7% | -30.7% | +34.4% | +6.7% |
| YTD | -3.0% | -31.9% | +29.0% | -0.1% |
| 1Y | +2.5% | -40.0% | +42.5% | +6.5% |
| 3Y | +26.5% | +28.4% | -2.0% | +20.5% |
| 5Y | -18.3% | +12.4% | -30.7% | -21.9% |
| All | -18.3% | +12.8% | -31.1% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling