+6,700.8%
MTZ vs DKS
+6,430.5%
+270.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.6% |
| 7D | -6.4% | -2.1% | -4.3% | -6.4% |
| 30D | -22.1% | +7.3% | -29.4% | -24.7% |
| 3M | -32.7% | -28.4% | -4.3% | -27.4% |
| 6M | -59.8% | -36.9% | -22.9% | -55.1% |
| YTD | -19.9% | -27.3% | +7.4% | -15.3% |
| 1Y | -11.5% | -33.2% | +21.8% | -3.8% |
| 3Y | +258.1% | +32.2% | +225.9% | +197.3% |
| 5Y | +85.5% | +22.3% | +63.3% | +47.0% |
| 10Y | +492.2% | +230.5% | +261.7% | +185.0% |
| All | +6,700.8% | +6,430.5% | +270.3% | +1,563.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling