+210.4%
MGY vs DKS
+342.8%
-132.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.4% |
| 7D | +3.5% | -2.0% | +5.6% | +4.0% |
| 30D | +5.3% | -32.7% | +38.0% | +14.8% |
| 3M | +2.6% | -38.8% | +41.4% | +14.5% |
| 6M | -3.3% | -29.4% | +26.2% | +2.4% |
| YTD | +29.2% | -30.3% | +59.5% | +36.9% |
| 1Y | +18.0% | -39.6% | +57.6% | +30.0% |
| 3Y | +30.0% | +32.2% | -2.2% | +9.7% |
| 5Y | +92.7% | +15.1% | +77.6% | +59.3% |
| All | +210.4% | +342.8% | -132.4% | +42.8% |
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