+665.4%
MRK vs DKS
+5,981.0%
-5,315.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.7% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | +15.5% | -36.6% | +52.1% | +20.9% |
| 3M | +25.1% | -37.6% | +62.7% | +31.1% |
| 6M | +30.1% | -32.1% | +62.2% | +34.6% |
| YTD | +43.1% | -32.3% | +75.4% | +47.9% |
| 1Y | +82.5% | -39.5% | +121.9% | +90.9% |
| 3Y | +49.3% | +27.7% | +21.7% | +38.4% |
| 5Y | +130.3% | +15.0% | +115.2% | +109.5% |
| 10Y | +234.3% | +192.6% | +41.8% | +144.2% |
| All | +665.4% | +5,981.0% | -5,315.6% | +259.6% |
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 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