+1,371.2%
MU vs DKS
+33.7%
+1,337.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.5% | +6.2% |
| 7D | +9.0% | +3.0% | +6.0% | +8.0% |
| 30D | +13.8% | -30.5% | +44.4% | +24.1% |
| 3M | +2.1% | -35.7% | +37.8% | +14.0% |
| 6M | +153.8% | -29.7% | +183.5% | +170.7% |
| YTD | +256.4% | -28.9% | +285.2% | +277.5% |
| 1Y | +719.8% | -35.9% | +755.6% | +801.4% |
| All | +1,371.2% | +33.7% | +1,337.5% | +1,212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling