+81.0%
MNST vs DKS
+15.0%
+66.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -6.5% | +3.0% | -9.5% | -6.8% |
| 30D | -7.2% | -30.5% | +23.3% | -4.2% |
| 3M | -1.0% | -35.7% | +34.7% | +3.1% |
| 6M | +11.5% | -29.7% | +41.2% | +14.7% |
| YTD | +14.3% | -28.9% | +43.2% | +17.3% |
| 1Y | +38.1% | -35.9% | +74.0% | +43.0% |
| 3Y | +55.0% | +28.2% | +26.8% | +38.8% |
| All | +81.0% | +15.0% | +66.0% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling