+534.5%
MPC vs DKS
+21.0%
+513.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -16.2% | -2.1% | -14.1% | -16.0% |
| 30D | -15.7% | +7.3% | -23.1% | -16.6% |
| 3M | +24.9% | -28.4% | +53.3% | +29.2% |
| 6M | +52.7% | -36.9% | +89.5% | +60.2% |
| YTD | +131.9% | -27.3% | +159.2% | +136.6% |
| 1Y | +96.6% | -33.2% | +129.9% | +103.2% |
| 3Y | +163.8% | +32.2% | +131.6% | +141.3% |
| All | +534.5% | +21.0% | +513.5% | +451.7% |
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