+73.9%
MUB vs DKS
+468.6%
-394.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | 0.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -1.5% | -36.6% | +35.1% | -1.2% |
| 3M | -1.9% | -37.6% | +35.7% | -1.6% |
| 6M | -1.7% | -32.1% | +30.4% | -1.5% |
| YTD | -0.8% | -32.3% | +31.5% | -0.6% |
| 1Y | +1.5% | -39.5% | +41.0% | +1.8% |
| 3Y | +8.8% | +27.7% | -18.9% | +8.3% |
| 5Y | +2.0% | +15.0% | -13.0% | +1.5% |
| 10Y | +18.0% | +192.6% | -174.6% | +15.4% |
| All | +73.9% | +468.6% | -394.7% | +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