+51.2%
MMM vs DKS
+199.2%
-148.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -3.2% | -4.7% | +1.5% | -2.4% |
| 30D | -10.7% | -35.1% | +24.4% | -4.5% |
| 3M | +4.3% | -37.7% | +42.0% | +12.2% |
| 6M | +5.9% | -30.7% | +36.7% | +11.2% |
| YTD | +3.2% | -31.9% | +35.1% | +8.6% |
| 1Y | +8.0% | -40.0% | +48.0% | +16.2% |
| 3Y | +99.1% | +28.4% | +70.7% | +82.1% |
| 5Y | +25.7% | +12.4% | +13.3% | +13.5% |
| All | +51.2% | +199.2% | -148.0% | -0.2% |
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 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