+104.8%
MMM vs DKS
+28.7%
+76.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | +0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -8.0% | -36.6% | +28.6% | 0.0% |
| 3M | +9.4% | -37.6% | +47.0% | +19.1% |
| 6M | +10.2% | -32.1% | +42.3% | +16.7% |
| YTD | +6.1% | -32.3% | +38.4% | +12.4% |
| 1Y | +10.8% | -39.5% | +50.3% | +20.3% |
| 3Y | +104.8% | +27.7% | +77.1% | +57.5% |
| All | +104.8% | +28.7% | +76.1% | +57.5% |
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 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