-14.2%
MLM vs DKS
-30.6%
+16.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.3% |
| 7D | -0.9% | +6.3% | -7.2% | -2.1% |
| 30D | +9.0% | +9.3% | -0.3% | +7.2% |
| 3M | -5.6% | -25.3% | +19.7% | -0.4% |
| 6M | -10.7% | -29.2% | +18.5% | -4.4% |
| YTD | -17.2% | -22.7% | +5.6% | -12.8% |
| 1Y | -14.2% | -30.1% | +15.9% | -8.2% |
| All | -14.2% | -30.6% | +16.4% | -8.2% |
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