+58.1%
MP vs DKS
+11.8%
+46.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -2.9% | +3.0% | -5.9% | -3.7% |
| 30D | +13.8% | -30.5% | +44.4% | +24.2% |
| 3M | -16.7% | -35.7% | +19.0% | -7.3% |
| 6M | -11.5% | -29.7% | +18.2% | -4.6% |
| YTD | +7.9% | -28.9% | +36.8% | +15.2% |
| 1Y | -15.0% | -35.9% | +20.8% | -6.6% |
| 3Y | +153.5% | +28.2% | +125.4% | +96.0% |
| All | +58.1% | +11.8% | +46.3% | +9.7% |
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