+19.3%
MLM vs DKS
+31.1%
-11.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | -4.1% | -2.1% | -2.0% | -3.8% |
| 30D | +8.2% | +7.3% | +0.8% | +6.8% |
| 3M | -3.6% | -28.4% | +24.8% | +1.1% |
| 6M | -15.6% | -36.9% | +21.3% | -9.3% |
| YTD | -16.4% | -27.3% | +10.9% | -12.7% |
| 1Y | -14.3% | -33.2% | +18.9% | -9.3% |
| 3Y | +19.3% | +32.2% | -12.8% | +17.3% |
| All | +19.3% | +31.1% | -11.8% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling