+739.9%
MTZ vs DKS
+196.9%
+543.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.9% | +8.7% | +5.3% |
| 7D | +3.6% | -0.4% | +4.0% | +3.5% |
| 30D | -9.6% | -36.6% | +27.0% | +1.9% |
| 3M | -31.9% | -37.6% | +5.7% | -23.2% |
| 6M | -13.8% | -32.1% | +18.3% | -5.8% |
| YTD | +13.3% | -32.3% | +45.6% | +23.4% |
| 1Y | +39.3% | -39.5% | +78.8% | +56.8% |
| 3Y | +168.3% | +27.7% | +140.7% | +130.5% |
| 5Y | +166.4% | +15.0% | +151.4% | +120.1% |
| 10Y | +739.9% | +192.6% | +547.3% | +320.9% |
| All | +739.9% | +196.9% | +543.0% | +320.9% |
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