+18.4%
MLM vs DKS
+43.3%
-25.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -2.9% | +9.4% | -12.3% | -4.4% |
| 30D | +10.4% | +9.8% | +0.7% | +8.6% |
| 3M | -3.7% | -29.3% | +25.5% | +1.4% |
| 6M | -10.3% | -32.6% | +22.3% | -4.8% |
| YTD | -14.8% | -22.6% | +7.8% | -12.0% |
| 1Y | -13.9% | -29.8% | +15.9% | -9.6% |
| 3Y | +18.4% | +43.2% | -24.8% | +13.9% |
| All | +18.4% | +43.3% | -25.0% | +13.9% |
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