+6,964.1%
MTZ vs DKS
+6,856.2%
+107.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -4.9% |
| 7D | -8.7% | +9.4% | -18.1% | -11.9% |
| 30D | -15.0% | +9.8% | -24.7% | -18.3% |
| 3M | -32.6% | -29.3% | -3.3% | -26.9% |
| 6M | -56.3% | -32.6% | -23.8% | -52.2% |
| YTD | -16.8% | -22.6% | +5.8% | -13.8% |
| 1Y | -10.0% | -29.8% | +19.8% | -3.8% |
| 3Y | +267.1% | +43.2% | +223.9% | +196.8% |
| 5Y | +89.9% | +29.8% | +60.0% | +47.7% |
| 10Y | +442.2% | +236.7% | +205.6% | +159.8% |
| All | +6,964.1% | +6,856.2% | +107.9% | +1,592.6% |
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