+206.2%
MLM vs DKS
+210.1%
-3.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | -2.9% | +3.0% | -5.9% | -3.6% |
| 30D | -6.8% | -30.5% | +23.7% | +0.1% |
| 3M | -11.2% | -35.7% | +24.5% | -2.6% |
| 6M | -21.8% | -29.7% | +7.9% | -16.5% |
| YTD | -17.0% | -28.9% | +11.9% | -11.7% |
| 1Y | -16.4% | -35.9% | +19.5% | -9.2% |
| 3Y | +14.5% | +28.2% | -13.7% | -0.5% |
| 5Y | +41.7% | +11.8% | +29.9% | +21.0% |
| All | +206.2% | +210.1% | -3.9% | +72.5% |
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