+700.9%
MET vs DKS
+5,981.0%
-5,280.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -0.5% |
| 7D | +1.1% | -0.4% | +1.6% | +1.3% |
| 30D | -2.3% | -36.6% | +34.3% | +11.5% |
| 3M | +13.9% | -37.6% | +51.5% | +30.2% |
| 6M | +34.8% | -32.1% | +66.9% | +48.3% |
| YTD | +23.5% | -32.3% | +55.9% | +35.8% |
| 1Y | +23.4% | -39.5% | +62.9% | +40.1% |
| 3Y | +64.9% | +27.7% | +37.2% | +34.4% |
| 5Y | +82.0% | +15.0% | +67.0% | +41.1% |
| 10Y | +244.4% | +192.6% | +51.8% | +54.1% |
| All | +700.9% | +5,981.0% | -5,280.1% | +57.6% |
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