+264.6%
MP vs DKS
+360.1%
-95.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.6% | +0.9% |
| 7D | -3.6% | +9.4% | -13.0% | -6.5% |
| 30D | -21.0% | +9.8% | -30.7% | -23.6% |
| 3M | -33.3% | -29.3% | -4.0% | -27.6% |
| 6M | -45.9% | -32.6% | -13.4% | -40.8% |
| YTD | -27.8% | -22.6% | -5.3% | -25.1% |
| 1Y | -43.2% | -29.8% | -13.4% | -39.2% |
| 3Y | +144.0% | +43.2% | +100.8% | +81.0% |
| 5Y | -6.1% | +29.8% | -35.9% | -34.1% |
| All | +264.6% | +360.1% | -95.5% | +47.6% |
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