-13.9%
MLM vs DKS
-30.4%
+16.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -2.9% | +9.4% | -12.3% | -4.5% |
| 30D | +10.4% | +9.8% | +0.7% | +8.5% |
| 3M | -3.7% | -29.3% | +25.5% | +3.3% |
| 6M | -10.3% | -32.6% | +22.3% | -2.9% |
| YTD | -14.8% | -22.6% | +7.8% | -10.4% |
| 1Y | -13.9% | -29.8% | +15.9% | -8.0% |
| All | -13.9% | -30.4% | +16.5% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling