+2,538.2%
MUU vs DKS
-31.7%
+2,570.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.9% | -0.1% |
| 7D | +13.9% | -0.4% | +14.4% | +14.2% |
| 30D | +24.8% | -36.6% | +61.4% | +58.4% |
| 3M | -15.7% | -37.6% | +21.9% | +5.8% |
| 6M | +338.9% | -32.1% | +371.0% | +393.8% |
| YTD | +563.2% | -32.3% | +595.5% | +647.4% |
| 1Y | +2,577.5% | -39.5% | +2,617.0% | +3,259.2% |
| All | +2,538.2% | -31.7% | +2,570.0% | +2,722.5% |
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 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