+445.3%
MP vs DKS
+322.8%
+122.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -2.9% | +3.0% | -5.9% | -3.8% |
| 30D | +13.8% | -30.5% | +44.4% | +24.9% |
| 3M | -16.7% | -35.7% | +19.0% | -6.7% |
| 6M | -11.5% | -29.7% | +18.2% | -4.2% |
| YTD | +7.9% | -28.9% | +36.8% | +15.7% |
| 1Y | -15.0% | -35.9% | +20.8% | -6.1% |
| 3Y | +153.5% | +28.2% | +125.4% | +96.6% |
| 5Y | +58.7% | +11.8% | +46.8% | +18.3% |
| All | +445.3% | +322.8% | +122.5% | +128.3% |
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