+9,165.2%
MTZ vs DKS
+6,292.4%
+2,872.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.3% |
| 7D | -1.6% | +3.0% | -4.6% | -2.6% |
| 30D | -11.1% | -30.5% | +19.5% | -1.8% |
| 3M | -36.7% | -35.7% | -1.0% | -28.6% |
| 6M | -21.9% | -29.7% | +7.7% | -15.0% |
| YTD | +9.1% | -28.9% | +38.0% | +17.8% |
| 1Y | +30.0% | -35.9% | +65.8% | +44.8% |
| 3Y | +138.5% | +28.2% | +110.3% | +102.5% |
| 5Y | +158.3% | +11.8% | +146.5% | +113.0% |
| 10Y | +700.8% | +211.6% | +489.2% | +298.3% |
| All | +9,165.2% | +6,292.4% | +2,872.8% | +2,212.8% |
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