+1,134.0%
MPC vs DKS
+196.9%
+937.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +3.5% |
| 7D | +3.9% | -0.4% | +4.3% | +3.9% |
| 30D | +33.8% | -36.6% | +70.4% | +47.1% |
| 3M | +49.9% | -37.6% | +87.5% | +64.7% |
| 6M | +80.9% | -32.1% | +113.0% | +92.7% |
| YTD | +147.4% | -32.3% | +179.7% | +163.1% |
| 1Y | +123.2% | -39.5% | +162.7% | +143.2% |
| 3Y | +171.7% | +27.7% | +144.1% | +129.7% |
| 5Y | +678.6% | +15.0% | +663.5% | +532.4% |
| 10Y | +1,134.0% | +192.6% | +941.4% | +513.2% |
| All | +1,134.0% | +196.9% | +937.2% | +513.2% |
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