+140.5%
MLM vs DKS
+217.6%
-77.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.7% |
| 7D | -2.0% | +3.3% | -5.2% | -2.8% |
| 30D | +9.5% | +5.9% | +3.6% | +7.9% |
| 3M | -4.7% | -27.4% | +22.7% | +1.1% |
| 6M | -10.7% | -32.6% | +21.9% | -3.7% |
| YTD | -16.6% | -24.8% | +8.3% | -12.7% |
| 1Y | -15.4% | -32.8% | +17.5% | -9.1% |
| 3Y | +15.9% | +39.1% | -23.1% | -1.4% |
| 5Y | +27.1% | +25.0% | +2.1% | +5.4% |
| All | +140.5% | +217.6% | -77.1% | +30.6% |
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 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