+10.1%
MMM vs DKS
-30.6%
+40.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.3% |
| 7D | -0.4% | +6.3% | -6.7% | -1.2% |
| 30D | +12.1% | +9.3% | +2.8% | +10.9% |
| 3M | +1.4% | -25.3% | +26.7% | +4.2% |
| 6M | +26.6% | -29.2% | +55.8% | +30.5% |
| YTD | +16.8% | -22.7% | +39.6% | +18.0% |
| 1Y | +10.1% | -30.1% | +40.2% | +13.2% |
| All | +10.1% | -30.6% | +40.7% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling