+74.1%
MUB vs DKS
+549.1%
-475.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -0.4% |
| 7D | -1.3% | +6.3% | -7.6% | -1.3% |
| 30D | +2.2% | +9.3% | -7.1% | +2.1% |
| 3M | -1.6% | -25.3% | +23.7% | -1.5% |
| 6M | -1.3% | -29.2% | +27.9% | -1.1% |
| YTD | -0.7% | -22.7% | +22.1% | -0.6% |
| 1Y | -0.2% | -30.1% | +29.9% | 0.0% |
| 3Y | +9.6% | +45.6% | -36.0% | +9.1% |
| 5Y | +2.6% | +28.5% | -25.9% | +1.9% |
| 10Y | +21.5% | +235.2% | -213.7% | +18.7% |
| All | +74.1% | +549.1% | -475.0% | +69.6% |
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