-15.6%
MLM vs DKS
-34.7%
+19.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +7.1% |
| 3M | -3.6% | -28.4% | +24.8% | +2.7% |
| 6M | -15.6% | -36.9% | +21.3% | -5.9% |
| All | -15.6% | -34.7% | +19.1% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling