+2,396.1%
MUU vs DKS
-30.4%
+2,426.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.9% |
| 7D | -8.2% | -3.0% | -5.3% | -6.6% |
| 30D | +10.2% | -33.4% | +43.5% | +35.4% |
| 3M | -26.5% | -39.4% | +12.9% | -5.0% |
| 6M | +227.2% | -30.1% | +257.3% | +260.9% |
| YTD | +527.4% | -31.0% | +558.4% | +599.0% |
| 1Y | +1,843.7% | -40.2% | +1,883.8% | +2,388.8% |
| All | +2,396.1% | -30.4% | +2,426.5% | +2,539.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling