-11.7%
MP vs DKS
-39.1%
+27.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +2.0% |
| 7D | +3.0% | -0.4% | +3.5% | +3.0% |
| 30D | +8.3% | -36.6% | +45.0% | +15.2% |
| 3M | -3.8% | -37.6% | +33.8% | +1.8% |
| 6M | -4.9% | -32.1% | +27.2% | -1.0% |
| YTD | +9.6% | -32.3% | +41.9% | +12.8% |
| 1Y | -11.7% | -39.5% | +27.8% | -9.4% |
| All | -11.7% | -39.1% | +27.4% | -9.4% |
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