+180.6%
MPC vs DKS
+29.1%
+151.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +5.4% | +3.0% | +2.4% | +5.0% |
| 30D | +31.0% | -30.5% | +61.5% | +36.0% |
| 3M | +46.0% | -35.7% | +81.7% | +53.0% |
| 6M | +77.3% | -29.7% | +107.0% | +81.6% |
| YTD | +141.9% | -28.9% | +170.8% | +146.6% |
| 1Y | +120.9% | -35.9% | +156.8% | +128.9% |
| All | +180.6% | +29.1% | +151.5% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling