+453.7%
MP vs DKS
+302.2%
+151.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +3.1% |
| 7D | +3.0% | -0.4% | +3.5% | +3.1% |
| 30D | +8.3% | -36.6% | +45.0% | +22.4% |
| 3M | -3.8% | -37.6% | +33.8% | +8.6% |
| 6M | -4.9% | -32.1% | +27.2% | +4.0% |
| YTD | +9.6% | -32.3% | +41.9% | +19.3% |
| 1Y | -11.7% | -39.5% | +27.8% | -0.7% |
| 3Y | +158.5% | +27.7% | +130.8% | +99.7% |
| 5Y | +68.9% | +15.0% | +53.9% | +23.7% |
| All | +453.7% | +302.2% | +151.5% | +135.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling