-7.2%
MTZ vs DKS
-32.6%
+25.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.5% | -2.0% |
| 7D | +16.5% | +3.3% | +13.2% | +16.2% |
| 30D | -10.2% | +5.9% | -16.1% | -10.6% |
| 3M | -34.2% | -27.4% | -6.7% | -31.6% |
| 6M | -56.0% | -32.6% | -23.3% | -54.0% |
| YTD | -14.8% | -24.8% | +10.0% | -13.7% |
| 1Y | -7.2% | -32.8% | +25.6% | -4.0% |
| All | -7.2% | -32.6% | +25.3% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling