+254.1%
MP vs DKS
+331.9%
-77.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -10.5% | -2.1% | -8.4% | -10.1% |
| 30D | -23.5% | +7.3% | -30.9% | -25.6% |
| 3M | -25.4% | -28.4% | +3.0% | -19.5% |
| 6M | -51.3% | -36.9% | -14.4% | -45.5% |
| YTD | -29.9% | -27.3% | -2.6% | -25.8% |
| 1Y | -31.8% | -33.2% | +1.4% | -25.9% |
| 3Y | +127.0% | +32.2% | +94.8% | +73.0% |
| 5Y | -3.3% | +22.3% | -25.6% | -30.7% |
| All | +254.1% | +331.9% | -77.8% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling