+661.2%
MU vs DKS
-40.1%
+701.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.0% | +2.7% |
| 7D | +7.5% | -2.9% | +10.4% | +7.9% |
| 30D | +19.4% | -37.7% | +57.1% | +27.5% |
| 3M | +9.8% | -38.9% | +48.8% | +17.9% |
| 6M | +164.1% | -31.1% | +195.2% | +166.8% |
| YTD | +260.3% | -31.8% | +292.1% | +265.7% |
| 1Y | +661.2% | -38.0% | +699.2% | +703.9% |
| All | +661.2% | -40.1% | +701.3% | +703.9% |
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