+1,319.3%
MU vs DKS
+9.4%
+1,309.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.1% |
| 7D | +7.2% | -0.4% | +7.6% | +7.3% |
| 30D | +14.0% | -36.6% | +50.6% | +28.7% |
| 3M | +5.4% | -37.6% | +43.0% | +18.9% |
| 6M | +170.3% | -32.1% | +202.4% | +193.0% |
| YTD | +250.7% | -32.3% | +283.0% | +280.2% |
| 1Y | +662.1% | -39.5% | +701.6% | +758.1% |
| 3Y | +1,341.2% | +27.7% | +1,313.5% | +1,116.3% |
| 5Y | +1,319.3% | +15.0% | +1,304.3% | +991.2% |
| All | +1,319.3% | +9.4% | +1,309.9% | +991.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling