+74.8%
MTZ vs DKS
+21.0%
+53.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.6% |
| 7D | -6.4% | -2.1% | -4.3% | -6.3% |
| 30D | -22.1% | +7.3% | -29.4% | -24.0% |
| 3M | -32.7% | -28.4% | -4.3% | -28.3% |
| 6M | -59.8% | -36.9% | -22.9% | -55.9% |
| YTD | -19.9% | -27.3% | +7.4% | -16.2% |
| 1Y | -11.5% | -33.2% | +21.8% | -5.2% |
| 3Y | +258.1% | +32.2% | +225.9% | +217.3% |
| All | +74.8% | +21.0% | +53.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling