+78.4%
MMM vs DKS
+235.2%
-156.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | +17.4% | +8.9% | +8.5% | +15.5% |
| 3M | +3.6% | -26.4% | +29.9% | +8.0% |
| 6M | +33.0% | -31.1% | +64.1% | +39.9% |
| YTD | +19.6% | -22.8% | +42.4% | +22.8% |
| 1Y | +14.0% | -29.5% | +43.5% | +19.0% |
| 3Y | +164.3% | +42.8% | +121.5% | +136.8% |
| 5Y | +49.3% | +29.2% | +20.2% | +31.5% |
| 10Y | +78.4% | +235.0% | -156.6% | +11.5% |
| All | +78.4% | +235.2% | -156.8% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling