-5.0%
MRSH vs DKS
+29.1%
-34.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -4.8% | -3.0% | -1.8% | -4.7% |
| 30D | -6.3% | -33.4% | +27.0% | -5.5% |
| 3M | +5.8% | -39.4% | +45.2% | +7.0% |
| 6M | +2.8% | -30.1% | +32.9% | +3.4% |
| YTD | -3.1% | -31.0% | +27.8% | -2.5% |
| 1Y | -11.3% | -40.2% | +28.9% | -10.3% |
| 3Y | -5.0% | +30.9% | -35.9% | -6.1% |
| All | -5.0% | +29.1% | -34.1% | -6.1% |
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