+404.4%
MTZ vs DKS
+217.6%
+186.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -1.4% |
| 7D | +16.5% | +3.3% | +13.2% | +15.4% |
| 30D | -10.2% | +5.9% | -16.1% | -12.5% |
| 3M | -34.2% | -27.4% | -6.7% | -29.5% |
| 6M | -56.0% | -32.6% | -23.3% | -52.0% |
| YTD | -14.8% | -24.8% | +10.0% | -11.1% |
| 1Y | -7.2% | -32.8% | +25.6% | +0.2% |
| 3Y | +275.8% | +39.1% | +236.7% | +212.0% |
| 5Y | +93.5% | +25.0% | +68.5% | +55.4% |
| All | +404.4% | +217.6% | +186.7% | +129.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling