+129.9%
MRK vs DKS
+13.6%
+116.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.6% |
| 7D | -4.3% | -3.0% | -1.3% | -4.1% |
| 30D | +8.3% | -33.4% | +41.7% | +10.0% |
| 3M | +20.0% | -39.4% | +59.4% | +22.6% |
| 6M | +25.7% | -30.1% | +55.8% | +27.2% |
| YTD | +38.7% | -31.0% | +69.7% | +40.5% |
| 1Y | +74.7% | -40.2% | +114.8% | +78.0% |
| 3Y | +45.4% | +30.9% | +14.4% | +41.4% |
| All | +129.9% | +13.6% | +116.2% | +132.8% |
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